+6.9%
NXT vs CPB
-18.4%
+25.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +5.9% | +5.2% | +12.2% |
| 7D | +30.0% | +13.0% | +17.0% | +33.5% |
| 30D | +28.6% | +20.5% | +8.1% | +34.8% |
| 3M | +8.4% | +2.2% | +6.2% | +9.2% |
| 6M | -8.7% | +15.4% | -24.1% | -5.2% |
| YTD | +22.5% | -12.3% | +34.8% | +22.4% |
| 1Y | +6.9% | -18.0% | +24.9% | +8.6% |
| All | +6.9% | -18.4% | +25.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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