+6.9%
NXT vs CFG
+34.2%
-27.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.4% | +8.7% | +9.8% |
| 7D | +30.0% | +1.8% | +28.2% | +28.8% |
| 30D | +28.6% | +3.3% | +25.3% | +26.4% |
| 3M | +8.4% | -9.8% | +18.2% | +14.2% |
| 6M | -8.7% | +5.2% | -13.9% | -12.1% |
| YTD | +22.5% | +16.1% | +6.4% | +7.3% |
| 1Y | +6.9% | +33.7% | -26.8% | -22.6% |
| All | +6.9% | +34.2% | -27.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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