+43.0%
CRM vs NXT
+171.8%
-128.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.9% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +23.6% | -20.0% | +43.6% | +24.3% |
| 3M | +39.6% | -30.9% | +70.5% | +40.7% |
| 6M | +23.4% | -23.8% | +47.3% | +23.1% |
| YTD | -7.4% | -5.4% | -1.9% | -9.5% |
| 1Y | -2.3% | +28.0% | -30.4% | -7.1% |
| 3Y | +10.5% | +93.3% | -82.8% | -0.8% |
| All | +43.0% | +171.8% | -128.7% | +19.9% |
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