+386.8%
NEM vs CTVA
+223.3%
+163.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.3% | +4.9% | -4.6% | -0.7% |
| 30D | +23.1% | +11.9% | +11.2% | +20.3% |
| 3M | +18.5% | +13.7% | +4.8% | +15.2% |
| 6M | +7.8% | +13.1% | -5.4% | +4.8% |
| YTD | +29.1% | +32.0% | -2.8% | +22.2% |
| 1Y | +72.7% | +22.1% | +50.6% | +65.4% |
| 3Y | +248.7% | +77.5% | +171.3% | +211.1% |
| 5Y | +148.7% | +106.3% | +42.4% | +118.3% |
| All | +386.8% | +223.3% | +163.5% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling