+14.3%
CL vs NXT
-20.5%
+34.7%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | 0.0% |
| 7D | -0.8% | -5.7% | +5.0% | -1.1% |
| 30D | +9.5% | +18.5% | -9.0% | +11.0% |
| 3M | +6.8% | -4.1% | +10.9% | +6.4% |
| 6M | +14.3% | -20.3% | +34.6% | +12.3% |
| All | +14.3% | -20.5% | +34.7% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling