+212.0%
NXT vs CP
+23.5%
+188.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.8% |
| 7D | -9.4% | +2.1% | -11.6% | -10.5% |
| 30D | +15.1% | +9.3% | +5.8% | +9.9% |
| 3M | -9.1% | +0.5% | -9.6% | -9.4% |
| 6M | -30.3% | +10.4% | -40.7% | -34.5% |
| YTD | +9.1% | +28.7% | -19.6% | -6.3% |
| 1Y | +7.9% | +33.2% | -25.3% | -9.2% |
| 3Y | +176.5% | +38.4% | +138.1% | +129.1% |
| All | +212.0% | +23.5% | +188.5% | +182.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling