+8.9%
CI vs NXT
+246.1%
-237.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.1% | +15.1% | -15.0% | +0.1% |
| 30D | +4.7% | +21.8% | -17.1% | +4.7% |
| 3M | +5.2% | +1.6% | +3.6% | +5.3% |
| 6M | +3.8% | -16.7% | +20.5% | +3.9% |
| YTD | +9.2% | +20.4% | -11.2% | +8.4% |
| 1Y | +14.3% | +0.2% | +14.0% | +13.7% |
| 3Y | +8.4% | +208.7% | -200.2% | +4.1% |
| All | +8.9% | +246.1% | -237.1% | +5.0% |
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