+28.0%
NBIS vs CLF
+12.5%
+15.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.2% | +2.5% | -4.3% |
| 7D | -22.4% | -7.9% | -14.5% | -20.7% |
| 30D | -39.1% | +5.2% | -44.4% | -39.9% |
| 3M | -37.3% | +4.3% | -41.6% | -38.2% |
| 6M | -19.8% | +25.3% | -45.1% | -23.9% |
| YTD | +69.1% | -3.3% | +72.4% | +61.0% |
| 1Y | +28.0% | +20.2% | +7.8% | +8.2% |
| All | +28.0% | +12.5% | +15.5% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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