-22.3%
CCI vs NXT
+229.3%
-251.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.6% | +1.8% |
| 7D | +3.2% | +4.0% | -0.8% | +3.1% |
| 30D | +12.2% | +15.9% | -3.7% | +11.9% |
| 3M | +23.1% | -3.0% | +26.2% | +23.1% |
| 6M | +1.3% | -20.7% | +22.0% | +1.5% |
| YTD | +4.5% | +14.6% | -10.1% | +2.8% |
| 1Y | +2.3% | -7.1% | +9.4% | +1.4% |
| 3Y | +9.8% | +189.4% | -179.6% | -0.8% |
| All | -22.3% | +229.3% | -251.7% | -29.4% |
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