-28.2%
NBIS vs CP
+11.7%
-39.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | +0.9% | -17.7% | -16.0% |
| 7D | +6.9% | +0.9% | +6.0% | +7.8% |
| 30D | -37.8% | +10.3% | -48.2% | -31.5% |
| 3M | -50.4% | +2.3% | -52.7% | -48.7% |
| 6M | -28.2% | +10.7% | -38.9% | -18.0% |
| All | -28.2% | +11.7% | -39.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 6mo: compounded portfolio wealth divided by compounded CP 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…
6mo analysis · Full analysis span regression · 6 months rolling