+1,101.8%
NBIS vs CLF
-13.4%
+1,115.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +17.8% | -2.7% | +20.4% | +18.8% |
| 30D | +30.5% | -3.2% | +33.7% | +31.7% |
| 3M | +9.2% | -5.0% | +14.1% | +9.8% |
| 6M | +153.2% | +26.6% | +126.6% | +130.3% |
| YTD | +187.1% | -9.0% | +196.1% | +184.8% |
| 1Y | +151.1% | +11.8% | +139.3% | +124.3% |
| All | +1,101.8% | -13.4% | +1,115.1% | +1,061.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling