+226.9%
NXT vs CF
+51.9%
+175.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.2% | -12.8% | -6.9% |
| 7D | +24.7% | +0.4% | +24.3% | +24.6% |
| 30D | +13.0% | +2.2% | +10.8% | +12.8% |
| 3M | -0.2% | +2.1% | -2.3% | -0.7% |
| 6M | -19.3% | -6.5% | -12.7% | -19.1% |
| YTD | +14.3% | +55.6% | -41.2% | -2.0% |
| 1Y | -11.0% | +42.3% | -53.3% | -21.7% |
| 3Y | +167.8% | +55.7% | +112.0% | +126.9% |
| All | +226.9% | +51.9% | +175.1% | +170.7% |
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