+11.1%
CI vs NXT
+231.9%
-220.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.6% |
| 7D | -1.3% | -5.7% | +4.4% | -1.3% |
| 30D | +6.4% | +18.5% | -12.1% | +6.4% |
| 3M | +10.7% | -4.1% | +14.8% | +10.8% |
| 6M | +5.5% | -20.3% | +25.8% | +5.6% |
| YTD | +11.4% | +15.5% | -4.1% | +10.6% |
| 1Y | +15.0% | -5.0% | +20.0% | +14.5% |
| 3Y | +9.0% | +191.6% | -182.7% | +4.7% |
| All | +11.1% | +231.9% | -220.8% | +7.1% |
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