+176.5%
NXT vs CPB
-35.1%
+211.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.6% | +2.0% |
| 7D | -9.4% | -1.6% | -7.9% | -9.7% |
| 30D | +15.1% | +19.2% | -4.1% | +19.3% |
| 3M | -9.1% | -0.9% | -8.2% | -9.0% |
| 6M | -30.3% | +15.2% | -45.5% | -27.9% |
| YTD | +9.1% | -13.1% | +22.2% | +8.3% |
| 1Y | +7.9% | -22.4% | +30.3% | +5.6% |
| 3Y | +176.5% | -35.3% | +211.8% | +174.0% |
| All | +176.5% | -35.1% | +211.6% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling