+12.6%
CMG vs NXT
+173.5%
-160.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -2.1% | -1.9% | -0.2% | -2.0% |
| 30D | +10.9% | -20.0% | +31.0% | +11.3% |
| 3M | +15.8% | -30.7% | +46.6% | +16.5% |
| 6M | +6.9% | -29.0% | +35.9% | +7.0% |
| YTD | -2.2% | -4.8% | +2.7% | -3.2% |
| 1Y | -7.1% | +22.8% | -29.9% | -8.8% |
| 3Y | -7.1% | +93.9% | -101.1% | -10.1% |
| All | +12.6% | +173.5% | -160.8% | +8.1% |
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