+1,022.8%
NBIS vs CARR
-27.6%
+1,050.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.5% |
| 7D | -0.8% | -3.8% | +3.0% | +1.8% |
| 30D | -13.4% | -8.9% | -4.5% | -7.7% |
| 3M | +1.0% | -17.3% | +18.4% | +15.1% |
| 6M | +100.5% | -1.4% | +101.9% | +100.1% |
| YTD | +168.3% | +10.0% | +158.3% | +140.1% |
| 1Y | +151.8% | -6.4% | +158.1% | +157.6% |
| All | +1,022.8% | -27.6% | +1,050.3% | +1,263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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