+167.1%
NXT vs CNI
+10.7%
+156.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.0% |
| 7D | -2.6% | -1.1% | -1.5% | -2.0% |
| 30D | -22.4% | -3.5% | -18.9% | -21.1% |
| 3M | -27.3% | +2.2% | -29.5% | -28.6% |
| 6M | -28.5% | +15.1% | -43.6% | -34.2% |
| YTD | -6.6% | +24.7% | -31.3% | -18.1% |
| 1Y | +20.4% | +33.4% | -13.0% | +1.2% |
| 3Y | +90.9% | +19.5% | +71.4% | +70.6% |
| All | +167.1% | +10.7% | +156.4% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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