+37.6%
CL vs NXT
+181.6%
-144.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.3% | -7.5% | -2.0% |
| 7D | +1.3% | +32.2% | -30.9% | +2.0% |
| 30D | +11.4% | +21.9% | -10.6% | +11.9% |
| 3M | +4.4% | +6.6% | -2.2% | +4.7% |
| 6M | +10.8% | -16.8% | +27.6% | +10.6% |
| YTD | +25.1% | +20.4% | +4.7% | +25.8% |
| 1Y | +28.0% | -1.5% | +29.5% | +28.3% |
| 3Y | +37.6% | +182.4% | -144.8% | +37.4% |
| All | +37.6% | +181.6% | -144.0% | +37.4% |
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