+479.4%
NBIS vs CFG
+66.7%
+412.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.6% | -10.5% | -10.4% |
| 7D | -10.5% | +3.2% | -13.7% | -12.3% |
| 30D | -37.7% | +5.1% | -42.8% | -39.7% |
| 3M | -54.6% | -11.2% | -43.3% | -50.4% |
| 6M | -44.1% | +9.6% | -53.7% | -48.7% |
| YTD | +38.4% | +15.0% | +23.5% | +22.3% |
| 1Y | +30.7% | +29.9% | +0.9% | +4.6% |
| All | +479.4% | +66.7% | +412.7% | +257.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling