+60.7%
NEM vs CVS
+32.3%
+28.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -1.0% | -2.2% | +1.2% | -0.9% |
| 30D | +7.8% | -0.1% | +7.9% | +7.8% |
| 3M | +30.2% | -5.2% | +35.4% | +30.1% |
| 6M | +9.6% | +26.9% | -17.3% | +2.7% |
| YTD | +27.8% | +22.1% | +5.8% | +19.0% |
| 1Y | +60.7% | +30.8% | +29.9% | +41.0% |
| All | +60.7% | +32.3% | +28.4% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling