-16.9%
NBIS vs CB
+15.8%
-32.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +0.3% | +15.1% | +16.3% |
| 7D | +9.3% | -1.0% | +10.3% | +6.7% |
| 30D | -26.4% | +7.3% | -33.7% | -10.2% |
| 3M | -19.9% | +7.0% | -27.0% | -2.5% |
| 6M | -16.9% | +16.3% | -33.2% | +34.4% |
| All | -16.9% | +15.8% | -32.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 6mo: compounded portfolio wealth divided by compounded CB 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…
6mo analysis · Full analysis span regression · 6 months rolling