+22.7%
NXT vs CRL
+78.8%
-56.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | -1.1% | -1.0% | -0.1% | -1.0% |
| 30D | -15.3% | +10.7% | -26.0% | -15.7% |
| 3M | -43.8% | +55.3% | -99.1% | -44.8% |
| 6M | -18.7% | +60.7% | -79.3% | -21.3% |
| YTD | -3.0% | +44.6% | -47.6% | -4.7% |
| 1Y | +22.7% | +77.7% | -55.0% | +17.9% |
| All | +22.7% | +78.8% | -56.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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