+170.4%
NXT vs CPB
-50.1%
+220.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.5% |
| 7D | -0.2% | -8.0% | +7.8% | -1.6% |
| 30D | -20.0% | -2.4% | -17.6% | -20.2% |
| 3M | -30.9% | +0.5% | -31.5% | -30.4% |
| 6M | -23.8% | -10.5% | -13.4% | -24.5% |
| YTD | -5.4% | -17.5% | +12.1% | -7.1% |
| 1Y | +28.0% | -31.0% | +59.1% | +23.9% |
| 3Y | +93.3% | -40.6% | +133.9% | +83.9% |
| All | +170.4% | -50.1% | +220.5% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling