+30.7%
NBIS vs CLS
-26.6%
+57.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.4% | -4.5% | -5.8% |
| 7D | -10.5% | +16.3% | -26.8% | -20.4% |
| 30D | -37.7% | -25.7% | -12.0% | -22.0% |
| 3M | -54.6% | -30.9% | -23.7% | -40.3% |
| 6M | -44.1% | -35.5% | -8.6% | -23.2% |
| YTD | +38.4% | -18.7% | +57.1% | +58.6% |
| 1Y | +30.7% | -17.9% | +48.6% | +47.2% |
| All | +30.7% | -26.6% | +57.3% | +47.2% |
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