+207.3%
NXT vs CNH
-19.2%
+226.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.8% | -5.1% |
| 7D | -6.0% | +6.4% | -12.4% | -8.7% |
| 30D | +5.4% | -1.6% | +7.1% | +6.0% |
| 3M | -9.7% | +11.6% | -21.3% | -15.9% |
| 6M | -25.3% | +12.5% | -37.9% | -31.6% |
| YTD | +7.5% | +31.1% | -23.6% | -9.5% |
| 1Y | -3.0% | +17.0% | -20.0% | -13.4% |
| 3Y | +171.4% | +28.7% | +142.6% | +114.9% |
| All | +207.3% | -19.2% | +226.5% | +232.5% |
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