+176.5%
NXT vs CNH
+29.5%
+147.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -9.4% | +3.0% | -12.4% | -10.7% |
| 30D | +15.1% | -0.6% | +15.7% | +15.2% |
| 3M | -9.1% | +14.6% | -23.7% | -15.9% |
| 6M | -30.3% | +11.8% | -42.1% | -35.5% |
| YTD | +9.1% | +30.4% | -21.3% | -6.7% |
| 1Y | +7.9% | +19.1% | -11.2% | -3.7% |
| 3Y | +176.5% | +30.2% | +146.3% | +108.4% |
| All | +176.5% | +29.5% | +147.0% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling