-54.6%
NBIS vs CME
+21.9%
-76.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.8% | -10.7% | -8.8% |
| 7D | -10.5% | +3.9% | -14.5% | -5.1% |
| 30D | -37.7% | +11.3% | -49.0% | -26.9% |
| 3M | -54.6% | +19.6% | -74.1% | -42.5% |
| All | -54.6% | +21.9% | -76.4% | -42.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling