+1,101.8%
NBIS vs CPNG
-40.9%
+1,142.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +17.8% | -7.6% | +25.3% | +23.2% |
| 30D | +30.5% | -8.8% | +39.4% | +36.6% |
| 3M | +9.2% | -7.2% | +16.4% | +11.0% |
| 6M | +153.2% | -21.5% | +174.7% | +177.9% |
| YTD | +187.1% | -37.4% | +224.6% | +275.7% |
| 1Y | +151.1% | -54.3% | +205.4% | +327.3% |
| All | +1,101.8% | -40.9% | +1,142.7% | +1,386.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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