+180.5%
NXT vs CRL
+8.3%
+172.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.7% |
| 7D | +2.9% | -0.6% | +3.4% | +2.9% |
| 30D | -17.2% | +5.0% | -22.2% | -18.2% |
| 3M | -32.0% | +50.6% | -82.6% | -38.6% |
| 6M | -15.8% | +60.9% | -76.7% | -26.1% |
| YTD | -1.9% | +40.7% | -42.7% | -11.2% |
| 1Y | +22.5% | +73.3% | -50.8% | +3.6% |
| 3Y | +100.5% | +40.6% | +60.0% | +73.4% |
| All | +180.5% | +8.3% | +172.2% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling