-49.3%
CAG vs NXT
+213.5%
-262.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.3% |
| 7D | -3.3% | -9.4% | +6.1% | -3.5% |
| 30D | +7.7% | +15.1% | -7.4% | +8.1% |
| 3M | -3.2% | -9.1% | +5.9% | -3.2% |
| 6M | +7.0% | -30.3% | +37.3% | +6.6% |
| YTD | -9.0% | +9.1% | -18.1% | -9.1% |
| 1Y | -9.6% | +7.9% | -17.5% | -9.8% |
| 3Y | -36.0% | +176.5% | -212.5% | -37.7% |
| All | -49.3% | +213.5% | -262.8% | -50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling