+177.4%
NXT vs CF
+70.8%
+106.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.4% |
| 7D | -1.1% | +6.0% | -7.1% | -1.6% |
| 30D | -15.3% | +14.8% | -30.2% | -16.4% |
| 3M | -43.8% | +14.1% | -57.8% | -44.6% |
| 6M | -18.7% | +28.5% | -47.2% | -24.2% |
| YTD | -3.0% | +74.9% | -77.9% | -17.5% |
| 1Y | +22.7% | +61.7% | -39.0% | +6.5% |
| 3Y | +95.9% | +80.3% | +15.6% | +63.9% |
| All | +177.4% | +70.8% | +106.6% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling