+77.0%
CME vs NXT
+178.8%
-101.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.2% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | +6.2% | -15.3% | +21.6% | +5.7% |
| 3M | +10.4% | -43.8% | +54.2% | +8.9% |
| 6M | -9.5% | -18.7% | +9.1% | -9.7% |
| YTD | +6.0% | -3.0% | +9.0% | +6.3% |
| 1Y | +9.3% | +22.7% | -13.5% | +10.2% |
| 3Y | +57.7% | +95.9% | -38.3% | +61.9% |
| All | +77.0% | +178.8% | -101.8% | +82.2% |
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