+32.0%
CTVA vs NXT
+10.5%
+21.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.1% | -7.9% | +2.5% |
| 7D | +8.2% | +30.0% | -21.8% | +6.4% |
| 30D | -1.0% | +28.6% | -29.6% | -2.7% |
| 3M | +4.6% | +8.4% | -3.8% | +3.7% |
| 6M | +0.5% | -8.7% | +9.2% | -0.1% |
| YTD | +22.7% | +22.5% | +0.2% | +17.9% |
| 1Y | +32.0% | +6.9% | +25.1% | +28.4% |
| All | +32.0% | +10.5% | +21.5% | +28.4% |
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