+244.4%
NXT vs CFG
+72.9%
+171.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -3.0% | -1.2% |
| 7D | +15.1% | +0.3% | +14.8% | +15.1% |
| 30D | +21.8% | +3.2% | +18.6% | +20.5% |
| 3M | +1.6% | -9.7% | +11.3% | +5.6% |
| 6M | -16.7% | +3.6% | -20.3% | -18.0% |
| YTD | +20.4% | +14.7% | +5.7% | +14.0% |
| 1Y | +0.2% | +29.6% | -29.3% | -9.2% |
| 3Y | +208.7% | +190.6% | +18.1% | +106.5% |
| All | +244.4% | +72.9% | +171.4% | +147.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling