+479.4%
NBIS vs CI
-7.1%
+486.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.2% | -9.8% |
| 7D | -10.5% | +1.2% | -11.7% | -10.2% |
| 30D | -37.7% | +2.6% | -40.3% | -37.0% |
| 3M | -54.6% | +7.4% | -62.0% | -53.2% |
| 6M | -44.1% | -0.1% | -44.0% | -43.1% |
| YTD | +38.4% | +9.7% | +28.7% | +44.4% |
| 1Y | +30.7% | +12.1% | +18.6% | +37.6% |
| All | +479.4% | -7.1% | +486.5% | +533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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