+180.5%
NXT vs CNH
-8.2%
+188.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +3.6% |
| 7D | +2.9% | +8.8% | -5.9% | -1.5% |
| 30D | -17.2% | +24.7% | -41.9% | -26.3% |
| 3M | -32.0% | +27.3% | -59.3% | -40.6% |
| 6M | -15.8% | +23.2% | -38.9% | -25.4% |
| YTD | -1.9% | +48.9% | -50.8% | -21.6% |
| 1Y | +22.5% | +19.4% | +3.1% | +9.4% |
| 3Y | +100.5% | +7.8% | +92.8% | +85.4% |
| All | +180.5% | -8.2% | +188.7% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling