+182.4%
NXT vs CP
+26.5%
+155.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.7% | +7.0% | +6.3% |
| 7D | +32.2% | +2.8% | +29.5% | +30.6% |
| 30D | +21.9% | +10.2% | +11.7% | +15.7% |
| 3M | +6.6% | +2.4% | +4.2% | +5.2% |
| 6M | -16.8% | +7.7% | -24.5% | -21.0% |
| YTD | +20.4% | +26.0% | -5.6% | +3.6% |
| 1Y | -1.5% | +34.6% | -36.2% | -18.9% |
| 3Y | +182.4% | +26.7% | +155.7% | +128.4% |
| All | +182.4% | +26.5% | +155.9% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling