+73.7%
CME vs NXT
+171.8%
-98.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.9% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.7% | -20.0% | +24.6% | +4.0% |
| 3M | +7.8% | -30.9% | +38.8% | +6.9% |
| 6M | -11.0% | -23.8% | +12.8% | -11.3% |
| YTD | +4.0% | -5.4% | +9.5% | +4.2% |
| 1Y | +9.1% | +28.0% | -18.9% | +10.2% |
| 3Y | +52.3% | +93.3% | -41.0% | +56.2% |
| All | +73.7% | +171.8% | -98.1% | +78.6% |
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