+177.4%
NXT vs CG
+48.3%
+129.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.9% |
| 7D | -1.1% | -4.3% | +3.2% | +0.7% |
| 30D | -15.3% | -5.1% | -10.3% | -13.6% |
| 3M | -43.8% | +8.7% | -52.5% | -45.9% |
| 6M | -18.7% | -9.2% | -9.4% | -16.0% |
| YTD | -3.0% | -18.9% | +15.9% | +4.2% |
| 1Y | +22.7% | -25.6% | +48.4% | +36.3% |
| 3Y | +95.9% | +57.3% | +38.6% | +37.6% |
| All | +177.4% | +48.3% | +129.1% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling