+28.0%
NBIS vs CLS
-28.7%
+56.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -9.1% | +2.4% | 0.0% |
| 7D | -22.4% | -21.1% | -1.2% | -7.2% |
| 30D | -39.1% | -38.2% | -0.9% | -13.2% |
| 3M | -37.3% | -36.3% | -1.0% | -12.7% |
| 6M | -19.8% | -43.8% | +24.0% | +18.8% |
| YTD | +69.1% | -20.0% | +89.1% | +96.1% |
| 1Y | +28.0% | -29.6% | +57.6% | +54.9% |
| All | +28.0% | -28.7% | +56.7% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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