+180.5%
NXT vs CFG
+84.4%
+96.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +2.9% | +2.7% | +0.2% | +1.8% |
| 30D | -17.2% | -3.7% | -13.6% | -16.1% |
| 3M | -32.0% | +9.5% | -41.5% | -34.4% |
| 6M | -15.8% | +22.2% | -38.0% | -22.1% |
| YTD | -1.9% | +22.3% | -24.2% | -9.5% |
| 1Y | +22.5% | +39.4% | -17.0% | +7.9% |
| 3Y | +100.5% | +188.5% | -87.9% | +33.3% |
| All | +180.5% | +84.4% | +96.1% | +96.4% |
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