+99.5%
CME vs NXT
+208.8%
-109.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | -0.4% |
| 7D | +2.7% | -6.0% | +8.7% | +2.5% |
| 30D | +13.5% | +5.4% | +8.0% | +13.9% |
| 3M | +20.9% | -9.7% | +30.6% | +20.8% |
| 6M | +11.5% | -25.3% | +36.8% | +11.2% |
| YTD | +19.5% | +7.5% | +12.0% | +20.4% |
| 1Y | +17.2% | -3.0% | +20.2% | +17.9% |
| 3Y | +65.1% | +171.4% | -106.3% | +70.2% |
| All | +99.5% | +208.8% | -109.3% | +106.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling