+75.7%
CTVA vs NXT
+89.5%
-13.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.9% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | +11.1% | -20.0% | +31.0% | +13.9% |
| 3M | +13.2% | -30.9% | +44.2% | +17.6% |
| 6M | +8.7% | -23.8% | +32.5% | +10.0% |
| YTD | +27.3% | -5.4% | +32.7% | +24.1% |
| 1Y | +18.0% | +28.0% | -10.0% | +8.7% |
| All | +75.7% | +89.5% | -13.9% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling