+180.5%
NXT vs CNI
+12.2%
+168.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.9% | +2.5% | +0.4% | +1.7% |
| 30D | -17.2% | -2.5% | -14.7% | -16.3% |
| 3M | -32.0% | +2.7% | -34.7% | -33.3% |
| 6M | -15.8% | +16.9% | -32.7% | -23.1% |
| YTD | -1.9% | +26.3% | -28.2% | -14.5% |
| 1Y | +22.5% | +31.1% | -8.6% | +4.3% |
| 3Y | +100.5% | +21.1% | +79.5% | +78.1% |
| All | +180.5% | +12.2% | +168.4% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling