+82.4%
CB vs NXT
+208.8%
-126.5%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.9% | +7.3% | +0.3% |
| 7D | 0.0% | -6.0% | +6.0% | 0.0% |
| 30D | +7.4% | +5.4% | +2.0% | +7.5% |
| 3M | +8.6% | -9.7% | +18.3% | +8.5% |
| 6M | +16.1% | -25.3% | +41.5% | +15.9% |
| YTD | +20.2% | +7.5% | +12.7% | +19.4% |
| 1Y | +27.2% | -3.0% | +30.2% | +26.5% |
| 3Y | +72.7% | +171.4% | -98.7% | +65.7% |
| All | +82.4% | +208.8% | -126.5% | +72.1% |
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 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