-20.3%
NXT vs CG
-16.3%
-4.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.6% |
| 7D | -5.7% | -3.8% | -1.9% | -3.4% |
| 30D | +18.5% | +7.5% | +11.0% | +14.6% |
| 3M | -4.1% | -14.4% | +10.3% | +5.4% |
| 6M | -20.3% | -15.7% | -4.7% | -13.7% |
| All | -20.3% | -16.3% | -4.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 6mo: compounded portfolio wealth divided by compounded CG 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…
6mo analysis · Full analysis span regression · 6 months rolling