-7.1%
CMG vs NXT
+23.4%
-30.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | -2.1% | -1.9% | -0.2% | -2.1% |
| 30D | +10.9% | -20.0% | +31.0% | +10.8% |
| 3M | +15.8% | -30.7% | +46.6% | +15.9% |
| 6M | +6.9% | -29.0% | +35.9% | +5.5% |
| YTD | -2.2% | -4.8% | +2.7% | -6.4% |
| 1Y | -7.1% | +22.8% | -29.9% | -12.6% |
| All | -7.1% | +23.4% | -30.5% | -12.6% |
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