-25.3%
NXT vs CP
+11.7%
-37.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.0% |
| 7D | -6.0% | +0.9% | -6.9% | -6.1% |
| 30D | +5.4% | +10.3% | -4.9% | +5.6% |
| 3M | -9.7% | +2.3% | -12.0% | -11.4% |
| 6M | -25.3% | +10.7% | -36.1% | -24.1% |
| All | -25.3% | +11.7% | -37.1% | -24.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling