+1,101.8%
NBIS vs CLX
-40.1%
+1,141.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -2.8% |
| 7D | +17.8% | -4.9% | +22.7% | +14.3% |
| 30D | +30.5% | -15.8% | +46.4% | +17.9% |
| 3M | +9.2% | -7.9% | +17.1% | +5.8% |
| 6M | +153.2% | -19.0% | +172.2% | +133.4% |
| YTD | +187.1% | -7.9% | +195.1% | +184.0% |
| 1Y | +151.1% | -25.4% | +176.5% | +130.9% |
| All | +1,101.8% | -40.1% | +1,141.8% | +826.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling