+32.4%
CL vs NXT
+178.8%
-146.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.4% |
| 7D | -2.2% | -1.1% | -1.1% | -2.2% |
| 30D | -4.8% | -15.3% | +10.5% | -5.1% |
| 3M | +4.9% | -43.8% | +48.7% | +4.1% |
| 6M | -5.7% | -18.7% | +12.9% | -6.0% |
| YTD | +14.4% | -3.0% | +17.4% | +14.3% |
| 1Y | +8.7% | +22.7% | -14.0% | +8.9% |
| 3Y | +30.0% | +95.9% | -65.9% | +30.4% |
| All | +32.4% | +178.8% | -146.4% | +34.8% |
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