+543.2%
NBIS vs CLF
-6.4%
+549.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.5% | -16.3% | -16.7% |
| 7D | +6.9% | +16.0% | -9.1% | +1.9% |
| 30D | -37.8% | +1.6% | -39.4% | -38.0% |
| 3M | -50.4% | +6.7% | -57.1% | -51.6% |
| 6M | -28.2% | +21.1% | -49.3% | -33.6% |
| YTD | +53.7% | -1.6% | +55.3% | +48.1% |
| 1Y | +36.3% | +18.5% | +17.8% | +23.3% |
| All | +543.2% | -6.4% | +549.6% | +504.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling