+1,040.6%
NBIS vs CFG
+76.4%
+964.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.4% | -5.5% | -5.4% |
| 7D | +8.3% | -1.7% | +10.0% | +9.6% |
| 30D | +18.1% | -4.6% | +22.7% | +22.7% |
| 3M | +7.8% | +7.9% | -0.1% | +1.1% |
| 6M | +136.6% | +19.9% | +116.7% | +102.0% |
| YTD | +172.5% | +21.7% | +150.8% | +131.2% |
| 1Y | +144.3% | +38.4% | +105.8% | +85.6% |
| All | +1,040.6% | +76.4% | +964.1% | +576.3% |
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 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