+147.5%
CMI vs NXT
+181.9%
-34.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | +1.9% | +2.9% | -1.0% | +1.4% |
| 30D | -12.5% | -17.2% | +4.7% | -9.7% |
| 3M | -16.2% | -32.0% | +15.8% | -11.0% |
| 6M | +4.9% | -15.8% | +20.6% | +6.7% |
| YTD | +11.1% | -1.9% | +13.0% | +10.4% |
| 1Y | +43.4% | +22.5% | +20.9% | +37.2% |
| 3Y | +154.1% | +100.5% | +53.5% | +117.8% |
| All | +147.5% | +181.9% | -34.4% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling