+476.9%
NEM vs CVS
+1,935.3%
-1,458.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.8% |
| 7D | +0.3% | +4.0% | -3.7% | 0.0% |
| 30D | +23.1% | -2.4% | +25.5% | +23.2% |
| 3M | +18.5% | +2.7% | +15.8% | +18.0% |
| 6M | +7.8% | +21.9% | -14.1% | +5.9% |
| YTD | +29.1% | +24.7% | +4.4% | +26.5% |
| 1Y | +72.7% | +35.4% | +37.2% | +68.0% |
| 3Y | +248.7% | +65.2% | +183.6% | +232.1% |
| 5Y | +148.7% | +30.5% | +118.1% | +140.4% |
| 10Y | +304.8% | +40.4% | +264.4% | +284.6% |
| All | +476.9% | +1,935.3% | -1,458.4% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling