+142.4%
CMI vs NXT
+168.4%
-26.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | +0.8% | -2.6% | +3.4% | +1.3% |
| 30D | -12.8% | -22.4% | +9.7% | -9.0% |
| 3M | -12.4% | -27.3% | +14.9% | -8.0% |
| 6M | -0.9% | -28.5% | +27.6% | +3.5% |
| YTD | +8.9% | -6.6% | +15.5% | +9.0% |
| 1Y | +37.7% | +20.4% | +17.3% | +32.4% |
| 3Y | +148.9% | +90.9% | +57.9% | +115.1% |
| All | +142.4% | +168.4% | -26.0% | +91.5% |
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 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