+28.0%
NBIS vs CHD
+30.9%
-2.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -2.8% |
| 7D | -22.4% | +6.9% | -29.3% | -13.6% |
| 30D | -39.1% | +17.1% | -56.3% | -22.4% |
| 3M | -37.3% | +9.1% | -46.4% | -26.9% |
| 6M | -19.8% | +21.4% | -41.2% | +8.8% |
| YTD | +69.1% | +34.9% | +34.2% | +159.6% |
| 1Y | +28.0% | +31.0% | -3.0% | +91.5% |
| All | +28.0% | +30.9% | -2.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling