+154.0%
NEM vs CVS
+31.1%
+122.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -3.3% | -2.0% | -1.3% | -3.0% |
| 30D | +7.8% | +1.9% | +5.9% | +7.5% |
| 3M | +36.3% | -2.2% | +38.4% | +36.2% |
| 6M | +6.6% | +26.7% | -20.2% | +2.0% |
| YTD | +27.1% | +22.9% | +4.3% | +22.0% |
| 1Y | +62.3% | +32.9% | +29.4% | +53.7% |
| 3Y | +245.1% | +62.3% | +182.8% | +213.8% |
| 5Y | +154.0% | +34.2% | +119.8% | +150.6% |
| All | +154.0% | +31.1% | +122.9% | +150.6% |
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