+1,031.9%
NBIS vs CG
-4.8%
+1,036.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +8.7% |
| 7D | +8.2% | -4.3% | +12.5% | +11.7% |
| 30D | +3.4% | -5.1% | +8.5% | +6.6% |
| 3M | -12.8% | +8.7% | -21.5% | -19.4% |
| 6M | +131.5% | -9.2% | +140.8% | +143.5% |
| YTD | +170.5% | -18.9% | +189.3% | +215.2% |
| 1Y | +248.8% | -25.6% | +274.4% | +328.0% |
| All | +1,031.9% | -4.8% | +1,036.8% | +950.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling