+570.0%
NBIS vs CFG
+65.5%
+504.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.8% | -5.0% |
| 7D | -11.6% | +0.7% | -12.3% | -11.8% |
| 30D | -39.4% | +2.8% | -42.2% | -40.4% |
| 3M | -27.2% | -10.1% | -17.1% | -21.2% |
| 6M | -24.3% | +3.2% | -27.5% | -27.5% |
| YTD | +60.1% | +14.2% | +45.9% | +41.9% |
| 1Y | +21.9% | +27.4% | -5.5% | -1.1% |
| All | +570.0% | +65.5% | +504.5% | +315.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling