+1,031.9%
NBIS vs CLS
+446.2%
+585.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +6.9% |
| 7D | +8.2% | +4.6% | +3.7% | +4.3% |
| 30D | +3.4% | -13.9% | +17.3% | +15.1% |
| 3M | -12.8% | -26.6% | +13.8% | +8.2% |
| 6M | +131.5% | +15.4% | +116.1% | +106.2% |
| YTD | +170.5% | +5.7% | +164.8% | +151.4% |
| 1Y | +248.8% | +41.1% | +207.7% | +150.8% |
| All | +1,031.9% | +446.2% | +585.8% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling