+1.6%
CI vs NXT
+181.9%
-180.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -1.8% |
| 7D | -2.0% | +2.9% | -4.9% | -2.0% |
| 30D | -1.8% | -17.2% | +15.4% | -1.7% |
| 3M | -4.2% | -32.0% | +27.8% | -4.0% |
| 6M | +2.7% | -15.8% | +18.5% | +2.3% |
| YTD | +1.9% | -1.9% | +3.8% | +1.2% |
| 1Y | -6.3% | +22.5% | -28.7% | -7.4% |
| 3Y | +3.9% | +100.5% | -96.7% | +0.1% |
| All | +1.6% | +181.9% | -180.3% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling