+479.4%
NBIS vs CME
+52.3%
+427.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.8% | -10.7% | -9.2% |
| 7D | -10.5% | +3.9% | -14.5% | -7.3% |
| 30D | -37.7% | +11.3% | -49.0% | -30.5% |
| 3M | -54.6% | +19.6% | -74.1% | -45.8% |
| 6M | -44.1% | +8.1% | -52.2% | -35.6% |
| YTD | +38.4% | +20.4% | +18.0% | +77.7% |
| 1Y | +30.7% | +16.5% | +14.3% | +60.8% |
| All | +479.4% | +52.3% | +427.1% | +829.4% |
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