+38.2%
CL vs NXT
+171.4%
-133.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | -0.2% |
| 7D | -0.8% | -6.0% | +5.2% | -0.9% |
| 30D | +9.5% | +5.4% | +4.0% | +9.7% |
| 3M | +6.6% | -9.7% | +16.4% | +6.6% |
| 6M | +13.2% | -25.3% | +38.6% | +12.8% |
| YTD | +26.9% | +7.5% | +19.4% | +27.2% |
| 1Y | +27.6% | -3.0% | +30.6% | +27.8% |
| All | +38.2% | +171.4% | -133.2% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling