+28.0%
NBIS vs CMI
+10.9%
+17.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.8% | -0.9% | +1.0% |
| 7D | -22.4% | -11.2% | -11.2% | -8.7% |
| 30D | -39.1% | -9.8% | -29.3% | -29.7% |
| 3M | -37.3% | -25.5% | -11.8% | -6.4% |
| 6M | -19.8% | -27.7% | +7.9% | +26.9% |
| YTD | +69.1% | -6.6% | +75.7% | +90.0% |
| 1Y | +28.0% | +11.7% | +16.4% | +21.8% |
| All | +28.0% | +10.9% | +17.1% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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