+8.6%
CME vs NXT
+18.1%
-9.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.5% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +4.2% | -20.0% | +24.2% | +3.1% |
| 3M | +7.3% | -30.9% | +38.3% | +5.9% |
| 6M | -11.4% | -23.8% | +12.4% | -11.8% |
| YTD | +3.5% | -5.4% | +9.0% | +3.3% |
| 1Y | +8.6% | +28.0% | -19.4% | +7.6% |
| All | +8.6% | +18.1% | -9.5% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling