+8.2%
CI vs NXT
+246.1%
-237.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.3% | -8.0% | -2.6% |
| 7D | -1.6% | +32.2% | -33.8% | -1.5% |
| 30D | +5.4% | +21.9% | -16.5% | +5.4% |
| 3M | +7.3% | +6.6% | +0.7% | +7.3% |
| 6M | +5.3% | -16.8% | +22.1% | +5.4% |
| YTD | +8.5% | +20.4% | -11.9% | +7.7% |
| 1Y | +17.1% | -1.5% | +18.6% | +16.6% |
| 3Y | +1.4% | +182.4% | -181.0% | -2.5% |
| All | +8.2% | +246.1% | -237.9% | +4.3% |
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 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