-2.4%
NXT vs CP
+33.1%
-35.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.8% |
| 7D | +15.1% | +2.8% | +12.3% | +13.9% |
| 30D | +21.8% | +11.3% | +10.5% | +17.5% |
| 3M | +1.6% | +2.9% | -1.3% | +0.3% |
| 6M | -16.7% | +9.8% | -26.5% | -20.4% |
| YTD | +20.4% | +28.5% | -8.1% | +8.8% |
| All | -2.4% | +33.1% | -35.5% | -14.3% |
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