+207.3%
NXT vs CPB
-49.0%
+256.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.1% | -5.9% | -7.1% |
| 7D | -6.0% | -5.8% | -0.2% | -6.9% |
| 30D | +5.4% | +16.5% | -11.0% | +8.6% |
| 3M | -9.7% | -1.1% | -8.6% | -9.5% |
| 6M | -25.3% | +11.5% | -36.8% | -23.4% |
| YTD | +7.5% | -15.7% | +23.2% | +6.3% |
| 1Y | -3.0% | -24.7% | +21.7% | -5.2% |
| 3Y | +171.4% | -37.3% | +208.7% | +159.5% |
| All | +207.3% | -49.0% | +256.3% | +186.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling