+9.8%
CMG vs NXT
+213.5%
-203.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.3% |
| 7D | +2.5% | -9.4% | +11.9% | +2.7% |
| 30D | +15.6% | +15.1% | +0.5% | +15.3% |
| 3M | +8.2% | -9.1% | +17.3% | +8.3% |
| 6M | +9.9% | -30.3% | +40.2% | +10.3% |
| YTD | -4.6% | +9.1% | -13.7% | -5.9% |
| 1Y | +12.4% | +7.9% | +4.5% | +10.9% |
| 3Y | -18.0% | +176.5% | -194.5% | -20.0% |
| All | +9.8% | +213.5% | -203.8% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling