+1,022.8%
NBIS vs CG
-14.2%
+1,037.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.3% |
| 7D | -0.8% | -9.9% | +9.0% | +6.9% |
| 30D | -13.4% | -11.7% | -1.7% | -6.3% |
| 3M | +1.0% | -4.3% | +5.3% | +2.4% |
| 6M | +100.5% | -8.8% | +109.3% | +107.6% |
| YTD | +168.3% | -26.9% | +195.1% | +236.8% |
| 1Y | +151.8% | -35.4% | +187.2% | +246.7% |
| All | +1,022.8% | -14.2% | +1,037.0% | +1,022.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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