+1,040.6%
NBIS vs CLS
+468.7%
+571.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.5% | -2.6% | -3.3% |
| 7D | +8.3% | +5.0% | +3.3% | +4.9% |
| 30D | +18.1% | +4.8% | +13.3% | +14.9% |
| 3M | +7.8% | -10.4% | +18.1% | +17.8% |
| 6M | +136.6% | +20.8% | +115.7% | +104.3% |
| YTD | +172.5% | +10.0% | +162.5% | +146.7% |
| 1Y | +144.3% | +28.5% | +115.7% | +90.0% |
| All | +1,040.6% | +468.7% | +571.9% | +263.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling