+28.0%
CL vs NXT
-8.4%
+36.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | 0.0% |
| 7D | +2.6% | +4.0% | -1.4% | +2.7% |
| 30D | +11.8% | +15.9% | -4.2% | +12.5% |
| 3M | +5.9% | -3.0% | +8.9% | +6.0% |
| 6M | +13.3% | -20.7% | +34.0% | +12.6% |
| YTD | +27.1% | +14.6% | +12.5% | +27.8% |
| 1Y | +28.0% | -7.1% | +35.1% | +28.7% |
| All | +28.0% | -8.4% | +36.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling