+3.5%
CI vs NXT
+178.8%
-175.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | +1.3% | -1.1% | +2.4% | +1.3% |
| 30D | +4.4% | -15.3% | +19.8% | +4.5% |
| 3M | +0.7% | -43.8% | +44.4% | +1.2% |
| 6M | +0.3% | -18.7% | +19.0% | 0.0% |
| YTD | +3.8% | -3.0% | +6.8% | +3.1% |
| 1Y | -5.5% | +22.7% | -28.2% | -6.7% |
| 3Y | +8.1% | +95.9% | -87.8% | +4.2% |
| All | +3.5% | +178.8% | -175.3% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling