+673.5%
NBIS vs CAPR
-40.4%
+713.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +26.5% | -11.1% | +14.8% |
| 7D | +9.3% | +25.8% | -16.5% | +8.7% |
| 30D | -26.4% | +50.2% | -76.6% | -27.1% |
| 3M | -19.9% | +185.5% | -205.4% | -22.0% |
| 6M | -16.9% | -64.8% | +47.9% | -16.4% |
| YTD | +84.8% | -61.1% | +145.9% | +85.2% |
| 1Y | +51.3% | +81.0% | -29.6% | +41.7% |
| All | +673.5% | -40.4% | +713.9% | +604.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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