+1,119.4%
NBIS vs CHRW
+42.0%
+1,077.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.1% | +7.6% |
| 7D | +22.2% | +1.9% | +20.3% | +22.1% |
| 30D | +29.7% | +0.9% | +28.8% | +29.6% |
| 3M | +11.9% | -19.9% | +31.7% | +14.4% |
| 6M | +173.0% | -15.8% | +188.8% | +175.4% |
| YTD | +191.4% | -5.6% | +196.9% | +176.7% |
| 1Y | +280.7% | +21.0% | +259.7% | +224.9% |
| All | +1,119.4% | +42.0% | +1,077.4% | +756.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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