+0.4%
CMS vs NXT
+10.5%
-10.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.1% | -9.7% | +1.6% |
| 7D | +4.1% | +30.0% | -25.9% | +4.6% |
| 30D | +10.9% | +28.6% | -17.7% | +11.4% |
| 3M | -0.2% | +8.4% | -8.6% | -0.1% |
| 6M | -4.7% | -8.7% | +4.0% | -5.0% |
| YTD | +3.9% | +22.5% | -18.6% | +2.6% |
| 1Y | +0.4% | +6.9% | -6.6% | -0.5% |
| All | +0.4% | +10.5% | -10.1% | -0.5% |
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 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