+151.8%
NBIS vs CLS
+37.8%
+113.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.6% | -8.1% | -5.9% |
| 7D | -0.8% | +10.9% | -11.8% | -7.6% |
| 30D | -13.4% | +2.1% | -15.5% | -15.2% |
| 3M | +1.0% | -10.2% | +11.2% | +8.1% |
| 6M | +100.5% | +30.4% | +70.1% | +71.0% |
| YTD | +168.3% | +17.2% | +151.0% | +139.8% |
| 1Y | +151.8% | +41.0% | +110.7% | +127.8% |
| All | +151.8% | +37.8% | +113.9% | +127.8% |
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