+234.8%
CAH vs NXT
+178.8%
+56.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | +5.4% | -1.1% | +6.5% | +5.4% |
| 30D | +3.3% | -15.3% | +18.7% | +3.2% |
| 3M | +22.8% | -43.8% | +66.6% | +22.3% |
| 6M | +11.3% | -18.7% | +29.9% | +11.1% |
| YTD | +21.1% | -3.0% | +24.1% | +21.2% |
| 1Y | +67.2% | +22.7% | +44.5% | +67.7% |
| 3Y | +195.6% | +95.9% | +99.7% | +198.2% |
| All | +234.8% | +178.8% | +56.0% | +232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling