+250.5%
NEM vs CVS
+62.1%
+188.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +3.1% | -1.9% | +5.0% | +3.2% |
| 30D | +10.0% | -0.3% | +10.3% | +10.0% |
| 3M | +30.9% | -1.1% | +32.0% | +30.6% |
| 6M | +10.5% | +23.7% | -13.2% | +6.7% |
| YTD | +29.7% | +23.0% | +6.7% | +25.0% |
| 1Y | +71.1% | +37.2% | +34.0% | +62.7% |
| All | +250.5% | +62.1% | +188.3% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling