+156.9%
NBIS vs CLBK
+43.9%
+113.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +7.7% |
| 7D | +22.2% | +1.1% | +21.1% | +22.2% |
| 30D | +29.7% | +7.8% | +22.0% | +33.0% |
| 3M | +11.9% | +23.9% | -12.0% | +35.5% |
| All | +156.9% | +43.9% | +113.0% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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