+1,022.8%
NBIS vs CMG
-39.4%
+1,062.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -0.8% | -2.1% | +1.2% | -0.1% |
| 30D | -13.4% | +10.9% | -24.3% | -16.9% |
| 3M | +1.0% | +15.8% | -14.8% | -5.1% |
| 6M | +100.5% | +6.9% | +93.6% | +92.5% |
| YTD | +168.3% | -2.2% | +170.4% | +168.9% |
| 1Y | +151.8% | -7.1% | +158.9% | +156.2% |
| All | +1,022.8% | -39.4% | +1,062.2% | +1,281.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling