-3.0%
NXT vs CRL
+97.0%
-100.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.4% | -6.9% |
| 7D | -6.0% | +8.9% | -14.9% | -6.3% |
| 30D | +5.4% | +14.0% | -8.5% | +3.8% |
| 3M | -9.7% | +19.8% | -29.6% | -11.6% |
| 6M | -25.3% | +102.0% | -127.4% | -29.6% |
| YTD | +7.5% | +70.8% | -63.4% | +1.4% |
| 1Y | -3.0% | +98.7% | -101.7% | -15.7% |
| All | -3.0% | +97.0% | -100.0% | -15.7% |
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 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