-19.0%
CAG vs NXT
+23.4%
-42.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.5% |
| 7D | -5.7% | -1.9% | -3.8% | -5.8% |
| 30D | -2.4% | -20.0% | +17.6% | -3.9% |
| 3M | +9.8% | -30.7% | +40.5% | +7.2% |
| 6M | -10.8% | -29.0% | +18.1% | -12.7% |
| YTD | -10.8% | -4.8% | -6.0% | -11.0% |
| 1Y | -19.0% | +22.8% | -41.8% | -16.1% |
| All | -19.0% | +23.4% | -42.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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