-16.9%
NBIS vs CLF
+18.4%
-35.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +2.2% | +13.3% | +14.7% |
| 7D | +9.3% | +2.3% | +7.0% | +8.6% |
| 30D | -26.4% | +1.9% | -28.3% | -26.6% |
| 3M | -19.9% | +5.9% | -25.8% | -21.2% |
| 6M | -16.9% | +16.9% | -33.8% | -20.6% |
| All | -16.9% | +18.4% | -35.3% | -20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling