+1,022.8%
NBIS vs CME
+31.9%
+990.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.1% |
| 7D | -0.8% | -1.6% | +0.8% | -2.0% |
| 30D | -13.4% | +5.6% | -19.0% | -9.3% |
| 3M | +1.0% | +5.6% | -4.5% | +8.8% |
| 6M | +100.5% | -8.3% | +108.8% | +93.4% |
| YTD | +168.3% | +4.3% | +163.9% | +197.4% |
| 1Y | +151.8% | +9.1% | +142.7% | +195.8% |
| All | +1,022.8% | +31.9% | +990.8% | +1,455.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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