+1,101.8%
NBIS vs CME
+31.5%
+1,070.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -2.1% |
| 7D | +17.8% | -0.6% | +18.4% | +17.2% |
| 30D | +30.5% | +4.7% | +25.9% | +35.4% |
| 3M | +9.2% | +7.8% | +1.4% | +19.5% |
| 6M | +153.2% | -11.0% | +164.1% | +137.5% |
| YTD | +187.1% | +4.0% | +183.1% | +217.5% |
| 1Y | +151.1% | +9.1% | +142.0% | +195.8% |
| All | +1,101.8% | +31.5% | +1,070.2% | +1,560.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling