+1,119.4%
NBIS vs CLF
-12.0%
+1,131.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.4% | +8.3% |
| 7D | +22.2% | +6.5% | +15.7% | +19.7% |
| 30D | +29.7% | +0.2% | +29.5% | +29.4% |
| 3M | +11.9% | -3.1% | +14.9% | +11.8% |
| 6M | +173.0% | +25.0% | +148.0% | +149.2% |
| YTD | +191.4% | -7.5% | +198.8% | +187.5% |
| 1Y | +280.7% | +11.5% | +269.2% | +240.1% |
| All | +1,119.4% | -12.0% | +1,131.4% | +1,072.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling