+1,040.6%
NBIS vs CMG
-39.5%
+1,080.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.3% | -5.4% | -5.2% |
| 7D | +8.3% | -3.8% | +12.1% | +9.7% |
| 30D | +18.1% | +12.9% | +5.1% | +12.7% |
| 3M | +7.8% | +18.8% | -11.0% | +0.4% |
| 6M | +136.6% | +4.1% | +132.5% | +129.4% |
| YTD | +172.5% | -2.4% | +174.9% | +173.4% |
| 1Y | +144.3% | -6.7% | +150.9% | +147.7% |
| All | +1,040.6% | -39.5% | +1,080.1% | +1,304.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling