+547.5%
NBIS vs CF
+48.0%
+499.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.7% | +6.9% | +7.7% |
| 7D | -16.0% | -3.2% | -12.8% | -16.0% |
| 30D | -45.4% | +4.3% | -49.7% | -45.0% |
| 3M | -31.8% | +2.8% | -34.6% | -31.4% |
| 6M | -33.6% | +0.6% | -34.2% | -33.6% |
| YTD | +54.7% | +56.6% | -1.9% | +40.6% |
| 1Y | +18.3% | +49.6% | -31.3% | +8.1% |
| All | +547.5% | +48.0% | +499.4% | +453.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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