-33.6%
NBIS vs CL
+11.6%
-45.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.7% | +3.4% |
| 7D | -16.0% | +1.3% | -17.3% | -13.0% |
| 30D | -45.4% | +11.4% | -56.8% | -31.2% |
| 3M | -31.8% | +4.4% | -36.2% | -23.3% |
| 6M | -33.6% | +10.8% | -44.4% | -14.9% |
| All | -33.6% | +11.6% | -45.3% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 6mo: compounded portfolio wealth divided by compounded CL 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…
6mo analysis · Full analysis span regression · 6 months rolling