+22.5%
NXT vs CFG
+39.0%
-16.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.7% |
| 7D | +2.9% | +2.7% | +0.2% | +1.4% |
| 30D | -17.2% | -3.7% | -13.6% | -15.6% |
| 3M | -32.0% | +9.5% | -41.5% | -35.7% |
| 6M | -15.8% | +22.2% | -38.0% | -25.8% |
| YTD | -1.9% | +22.3% | -24.2% | -14.7% |
| 1Y | +22.5% | +39.4% | -17.0% | -3.4% |
| All | +22.5% | +39.0% | -16.5% | -3.4% |
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 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