+1,119.4%
NBIS vs CAG
-42.5%
+1,161.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.4% | +9.1% | +6.2% |
| 7D | +22.2% | -5.3% | +27.5% | +15.9% |
| 30D | +29.7% | +1.0% | +28.8% | +31.9% |
| 3M | +11.9% | +17.4% | -5.5% | +37.1% |
| 6M | +173.0% | -16.8% | +189.8% | +152.0% |
| YTD | +191.4% | -6.8% | +198.1% | +200.6% |
| 1Y | +280.7% | -15.4% | +296.1% | +267.3% |
| All | +1,119.4% | -42.5% | +1,161.9% | +799.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling