-70.5%
CBRS vs NXT
-20.9%
-49.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +11.1% | -17.2% | -8.6% |
| 7D | -18.4% | +30.0% | -48.4% | -24.3% |
| 30D | -49.4% | +28.6% | -78.0% | -52.8% |
| 3M | -59.6% | +8.4% | -68.0% | -59.9% |
| All | -70.5% | -20.9% | -49.6% | -70.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling