+97.2%
CNQ vs NXT
+173.5%
-76.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.7% |
| 7D | +0.1% | -1.9% | +2.0% | +0.2% |
| 30D | +6.2% | -20.0% | +26.2% | +7.8% |
| 3M | +12.4% | -30.7% | +43.1% | +14.9% |
| 6M | +9.0% | -29.0% | +38.0% | +10.4% |
| YTD | +52.2% | -4.8% | +57.1% | +49.2% |
| 1Y | +65.0% | +22.8% | +42.2% | +57.0% |
| 3Y | +78.8% | +93.9% | -15.1% | +56.3% |
| All | +97.2% | +173.5% | -76.2% | +63.6% |
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