-3.1%
CMS vs NXT
-3.7%
+0.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.9% | +15.1% | -16.0% | -0.7% |
| 30D | +7.1% | +21.8% | -14.7% | +7.5% |
| 3M | -1.3% | +1.6% | -2.9% | -1.3% |
| 6M | -2.7% | -16.7% | +14.0% | -2.8% |
| YTD | +2.6% | +20.4% | -17.8% | +0.8% |
| All | -3.1% | -3.7% | +0.6% | -3.9% |
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 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