+244.4%
NXT vs CF
+52.8%
+191.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +15.1% | -0.9% | +16.0% | +15.2% |
| 30D | +21.8% | +6.9% | +14.9% | +21.2% |
| 3M | +1.6% | +4.8% | -3.3% | +0.9% |
| 6M | -16.7% | +4.7% | -21.4% | -17.9% |
| YTD | +20.4% | +56.5% | -36.1% | +3.2% |
| 1Y | +0.2% | +48.4% | -48.2% | -12.8% |
| 3Y | +208.7% | +59.1% | +149.5% | +160.7% |
| All | +244.4% | +52.8% | +191.6% | +185.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling