-7.1%
NXT vs CRL
+106.9%
-114.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.1% | -2.7% | -4.7% |
| 7D | +4.0% | -1.7% | +5.7% | +3.7% |
| 30D | +15.9% | +14.6% | +1.3% | +14.0% |
| 3M | -3.0% | +24.8% | -27.8% | -5.4% |
| 6M | -20.7% | +94.7% | -115.4% | -25.0% |
| YTD | +14.6% | +73.4% | -58.8% | +7.3% |
| 1Y | -7.1% | +104.7% | -111.7% | -22.5% |
| All | -7.1% | +106.9% | -114.0% | -22.5% |
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