+120.2%
NEM vs CVS
+12.2%
+107.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -6.4% | +6.6% | -13.0% | -7.0% |
| 30D | +1.4% | -0.4% | +1.9% | +1.1% |
| 3M | -0.7% | -5.3% | +4.6% | -0.5% |
| 6M | -4.5% | -7.7% | +3.2% | -4.2% |
| YTD | +14.0% | +16.0% | -2.0% | +9.7% |
| 1Y | +27.3% | +16.2% | +11.1% | +22.4% |
| 3Y | +250.5% | +47.6% | +202.9% | +221.6% |
| All | +120.2% | +12.2% | +107.9% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling