-65.0%
CBRS vs NXT
-29.6%
-35.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.5% | +9.7% | +10.8% |
| 7D | +21.2% | -9.4% | +30.6% | +24.6% |
| 30D | -23.2% | +15.1% | -38.3% | -26.1% |
| 3M | -52.9% | -9.1% | -43.8% | -50.7% |
| All | -65.0% | -29.6% | -35.5% | -63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling