-7.3%
CMG vs NXT
+87.2%
-94.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -3.8% | -2.6% | -1.3% | -3.8% |
| 30D | +12.9% | -22.4% | +35.3% | +13.6% |
| 3M | +18.8% | -27.3% | +46.1% | +19.5% |
| 6M | +4.1% | -28.5% | +32.5% | +4.1% |
| YTD | -2.4% | -6.6% | +4.3% | -3.8% |
| 1Y | -6.7% | +20.4% | -27.0% | -9.1% |
| All | -7.3% | +87.2% | -94.5% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling