+1,040.6%
NBIS vs CME
+31.2%
+1,009.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.2% | -4.9% | -5.3% |
| 7D | +8.3% | -2.4% | +10.7% | +6.3% |
| 30D | +18.1% | +6.2% | +11.9% | +23.9% |
| 3M | +7.8% | +4.4% | +3.4% | +15.0% |
| 6M | +136.6% | -9.6% | +146.2% | +125.2% |
| YTD | +172.5% | +3.8% | +168.7% | +200.7% |
| 1Y | +144.3% | +9.5% | +134.7% | +189.7% |
| All | +1,040.6% | +31.2% | +1,009.3% | +1,472.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling