-50.0%
CAG vs NXT
+168.4%
-218.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.7% |
| 7D | -5.9% | -2.6% | -3.3% | -5.9% |
| 30D | -1.5% | -22.4% | +20.9% | -2.0% |
| 3M | +11.5% | -27.3% | +38.8% | +10.8% |
| 6M | -15.7% | -28.5% | +12.8% | -16.2% |
| YTD | -10.2% | -6.6% | -3.6% | -10.7% |
| 1Y | -18.1% | +20.4% | -38.4% | -18.7% |
| 3Y | -39.4% | +90.9% | -130.3% | -41.1% |
| All | -50.0% | +168.4% | -218.4% | -51.2% |
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