+10.9%
CMG vs NXT
+10.5%
+0.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +11.1% | -5.3% | +5.9% |
| 7D | +22.5% | +30.0% | -7.5% | +22.9% |
| 30D | +14.1% | +28.6% | -14.5% | +14.5% |
| 3M | +4.1% | +8.4% | -4.3% | +4.0% |
| 6M | +10.1% | -8.7% | +18.8% | +8.8% |
| YTD | -4.9% | +22.5% | -27.4% | -7.7% |
| 1Y | +10.9% | +6.9% | +4.0% | +8.8% |
| All | +10.9% | +10.5% | +0.4% | +8.8% |
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 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