+5.5%
CI vs NXT
-20.5%
+25.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.5% |
| 7D | -1.3% | -5.7% | +4.4% | -1.7% |
| 30D | +6.4% | +18.5% | -12.1% | +8.6% |
| 3M | +10.7% | -4.1% | +14.8% | +10.6% |
| 6M | +5.5% | -20.3% | +25.8% | +4.5% |
| All | +5.5% | -20.5% | +25.9% | +4.5% |
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