+248.8%
NBIS vs CFG
+40.4%
+208.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +8.2% | +1.5% | +6.7% | +7.4% |
| 30D | +3.4% | -3.8% | +7.2% | +5.7% |
| 3M | -12.8% | +11.5% | -24.3% | -17.2% |
| 6M | +131.5% | +19.2% | +112.3% | +108.2% |
| YTD | +170.5% | +23.7% | +146.8% | +143.5% |
| 1Y | +248.8% | +38.8% | +209.9% | +216.3% |
| All | +248.8% | +40.4% | +208.4% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling