+244.4%
NXT vs CFG
+68.0%
+176.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.9% | +6.3% | +5.7% |
| 7D | +32.2% | -0.9% | +33.1% | +33.0% |
| 30D | +21.9% | +1.1% | +20.9% | +21.6% |
| 3M | +6.6% | -12.0% | +18.6% | +12.0% |
| 6M | -16.8% | -2.2% | -14.6% | -16.2% |
| YTD | +20.4% | +11.4% | +9.0% | +15.3% |
| 1Y | -1.5% | +27.8% | -29.4% | -10.3% |
| 3Y | +182.4% | +173.3% | +9.1% | +93.2% |
| All | +244.4% | +68.0% | +176.4% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling