+244.4%
NXT vs CNH
-22.0%
+266.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.8% | +2.6% | +4.1% |
| 7D | +32.2% | -1.7% | +33.9% | +33.4% |
| 30D | +21.9% | -7.2% | +29.1% | +25.9% |
| 3M | +6.6% | +6.5% | 0.0% | +1.5% |
| 6M | -16.8% | +7.9% | -24.7% | -22.1% |
| YTD | +20.4% | +26.6% | -6.2% | +3.2% |
| 1Y | -1.5% | +13.8% | -15.3% | -11.2% |
| 3Y | +182.4% | +9.2% | +173.2% | +145.4% |
| All | +244.4% | -22.0% | +266.4% | +279.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling