+170.4%
NXT vs CRL
+7.4%
+163.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.4% |
| 7D | -0.2% | -4.6% | +4.4% | +0.9% |
| 30D | -20.0% | +0.5% | -20.4% | -20.1% |
| 3M | -30.9% | +46.6% | -77.6% | -37.3% |
| 6M | -23.8% | +57.3% | -81.1% | -32.8% |
| YTD | -5.4% | +39.5% | -45.0% | -14.2% |
| 1Y | +28.0% | +76.9% | -48.8% | +7.5% |
| 3Y | +93.3% | +39.4% | +54.0% | +67.5% |
| All | +170.4% | +7.4% | +163.1% | +149.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling