+28.0%
NBIS vs CMG
+12.0%
+16.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.8% | -12.5% | -6.9% |
| 7D | -22.4% | +22.5% | -44.9% | -23.6% |
| 30D | -39.1% | +14.1% | -53.2% | -39.5% |
| 3M | -37.3% | +4.1% | -41.4% | -37.3% |
| 6M | -19.8% | +10.1% | -29.9% | -19.4% |
| YTD | +69.1% | -4.9% | +73.9% | +81.0% |
| 1Y | +28.0% | +10.9% | +17.1% | +39.6% |
| All | +28.0% | +12.0% | +16.1% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling