+1,040.6%
NBIS vs CARR
-28.6%
+1,069.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -3.5% |
| 7D | +8.3% | -4.1% | +12.4% | +11.5% |
| 30D | +18.1% | -11.0% | +29.0% | +27.6% |
| 3M | +7.8% | -16.4% | +24.1% | +22.0% |
| 6M | +136.6% | -2.4% | +138.9% | +137.9% |
| YTD | +172.5% | +8.4% | +164.1% | +146.4% |
| 1Y | +144.3% | -8.0% | +152.2% | +153.2% |
| All | +1,040.6% | -28.6% | +1,069.1% | +1,298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling