+38.1%
NXT vs CAI
-11.0%
+49.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -2.6% | -5.1% | +2.5% | -2.6% |
| 30D | -22.4% | +3.9% | -26.3% | -22.5% |
| 3M | -27.3% | +40.1% | -67.4% | -27.1% |
| 6M | -28.5% | +29.7% | -58.1% | -28.4% |
| YTD | -6.6% | -10.9% | +4.3% | -8.6% |
| 1Y | +20.4% | -28.0% | +48.4% | +15.1% |
| All | +38.1% | -11.0% | +49.1% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 10y: compounded portfolio wealth divided by compounded CAI 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…
10y analysis · Full analysis span regression · 6 months rolling