-1.5%
NXT vs CF
+46.5%
-48.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.7% | +4.7% | +5.6% |
| 7D | +32.2% | -3.2% | +35.4% | +31.9% |
| 30D | +21.9% | +4.3% | +17.6% | +24.0% |
| 3M | +6.6% | +2.8% | +3.8% | +8.6% |
| 6M | -16.8% | +0.6% | -17.4% | -15.3% |
| YTD | +20.4% | +56.6% | -36.2% | +6.1% |
| 1Y | -1.5% | +49.6% | -51.1% | -11.6% |
| All | -1.5% | +46.5% | -48.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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