+6.9%
NXT vs CP
+35.2%
-28.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +3.5% | +7.6% | +9.8% |
| 7D | +30.0% | +5.6% | +24.4% | +27.7% |
| 30D | +28.6% | +10.0% | +18.6% | +24.6% |
| 3M | +8.4% | +4.4% | +4.0% | +6.6% |
| 6M | -8.7% | +14.1% | -22.8% | -14.3% |
| YTD | +22.5% | +29.1% | -6.6% | +11.2% |
| 1Y | +6.9% | +34.6% | -27.6% | -5.1% |
| All | +6.9% | +35.2% | -28.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling