+176.5%
NXT vs CFG
+191.5%
-15.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -9.4% | +3.2% | -12.6% | -10.6% |
| 30D | +15.1% | +5.1% | +10.0% | +13.0% |
| 3M | -9.1% | -11.2% | +2.1% | -4.6% |
| 6M | -30.3% | +9.6% | -39.9% | -32.9% |
| YTD | +9.1% | +15.0% | -5.9% | +2.8% |
| 1Y | +7.9% | +29.9% | -22.0% | -3.0% |
| 3Y | +176.5% | +192.1% | -15.6% | +55.8% |
| All | +176.5% | +191.5% | -15.0% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling