+1,022.8%
NBIS vs CAG
-45.0%
+1,067.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -2.3% |
| 7D | -0.8% | -5.7% | +4.9% | -6.7% |
| 30D | -13.4% | -2.4% | -11.0% | -15.0% |
| 3M | +1.0% | +9.8% | -8.8% | +15.5% |
| 6M | +100.5% | -10.8% | +111.3% | +94.0% |
| YTD | +168.3% | -10.8% | +179.1% | +164.0% |
| 1Y | +151.8% | -19.0% | +170.7% | +131.8% |
| All | +1,022.8% | -45.0% | +1,067.7% | +689.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling