+1,040.6%
NBIS vs CG
-12.7%
+1,053.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.4% | -2.7% | -3.4% |
| 7D | +8.3% | -9.8% | +18.1% | +16.5% |
| 30D | +18.1% | -10.3% | +28.4% | +26.2% |
| 3M | +7.8% | -1.7% | +9.4% | +7.1% |
| 6M | +136.6% | -9.8% | +146.4% | +146.8% |
| YTD | +172.5% | -25.6% | +198.1% | +237.9% |
| 1Y | +144.3% | -32.5% | +176.8% | +223.4% |
| All | +1,040.6% | -12.7% | +1,053.3% | +1,025.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling