+225.1%
CAH vs NXT
+171.8%
+53.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | +1.2% | -20.0% | +21.1% | +1.0% |
| 3M | +13.1% | -30.9% | +44.0% | +12.7% |
| 6M | +8.5% | -23.8% | +32.3% | +8.2% |
| YTD | +17.6% | -5.4% | +23.1% | +17.7% |
| 1Y | +60.7% | +28.0% | +32.6% | +61.1% |
| 3Y | +183.2% | +93.3% | +89.8% | +185.5% |
| All | +225.1% | +171.8% | +53.3% | +222.2% |
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