+479.4%
NBIS vs CLS
+320.2%
+159.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.4% | -4.5% | -6.0% |
| 7D | -10.5% | +16.3% | -26.8% | -19.8% |
| 30D | -37.7% | -25.7% | -12.0% | -22.7% |
| 3M | -54.6% | -30.9% | -23.7% | -41.0% |
| 6M | -44.1% | -35.5% | -8.6% | -23.7% |
| YTD | +38.4% | -18.7% | +57.1% | +56.2% |
| 1Y | +30.7% | -17.9% | +48.6% | +44.2% |
| All | +479.4% | +320.2% | +159.2% | +130.0% |
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