+52.5%
CNP vs NXT
+178.8%
-126.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.8% |
| 7D | +1.1% | -1.1% | +2.2% | +1.1% |
| 30D | -1.8% | -15.3% | +13.5% | -1.7% |
| 3M | -4.6% | -43.8% | +39.1% | -3.9% |
| 6M | -8.8% | -18.7% | +9.8% | -9.0% |
| YTD | +5.2% | -3.0% | +8.2% | +4.5% |
| 1Y | +8.3% | +22.7% | -14.4% | +6.6% |
| 3Y | +54.9% | +95.9% | -41.0% | +47.6% |
| All | +52.5% | +178.8% | -126.3% | +48.8% |
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