+1,101.8%
NBIS vs CLS
+483.3%
+618.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.2% |
| 7D | +17.8% | +20.1% | -2.3% | +3.3% |
| 30D | +30.5% | +6.0% | +24.5% | +25.8% |
| 3M | +9.2% | -10.3% | +19.5% | +19.0% |
| 6M | +153.2% | +24.5% | +128.7% | +114.0% |
| YTD | +187.1% | +12.9% | +174.3% | +155.2% |
| 1Y | +151.1% | +36.7% | +114.4% | +86.6% |
| All | +1,101.8% | +483.3% | +618.4% | +275.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling