+172.1%
NXT vs CRBG
+98.7%
+73.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -20.0% | +2.6% | -22.7% | -20.8% |
| 3M | -30.7% | +24.0% | -54.7% | -35.9% |
| 6M | -29.0% | +50.5% | -79.5% | -38.6% |
| YTD | -4.8% | +17.1% | -22.0% | -10.9% |
| 1Y | +22.8% | +5.9% | +16.9% | +18.7% |
| 3Y | +93.9% | +122.7% | -28.8% | +44.5% |
| All | +172.1% | +98.7% | +73.4% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling