+67.1%
CB vs NXT
+178.8%
-111.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | +0.5% | -1.1% | +1.6% | +0.5% |
| 30D | -3.1% | -15.3% | +12.2% | -3.3% |
| 3M | +9.0% | -43.8% | +52.7% | +8.6% |
| 6M | +2.9% | -18.7% | +21.5% | +2.2% |
| YTD | +10.1% | -3.0% | +13.1% | +9.1% |
| 1Y | +22.8% | +22.7% | +0.1% | +21.0% |
| 3Y | +73.8% | +95.9% | -22.1% | +69.2% |
| All | +67.1% | +178.8% | -111.7% | +57.3% |
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