+1,022.8%
NBIS vs CLX
-41.3%
+1,064.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -2.2% |
| 7D | -0.8% | -5.7% | +4.9% | -4.3% |
| 30D | -13.4% | -17.0% | +3.7% | -22.6% |
| 3M | +1.0% | -9.7% | +10.7% | -3.4% |
| 6M | +100.5% | -19.8% | +120.3% | +83.4% |
| YTD | +168.3% | -9.8% | +178.1% | +161.9% |
| 1Y | +151.8% | -26.2% | +177.9% | +129.4% |
| All | +1,022.8% | -41.3% | +1,064.1% | +754.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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