+1,119.4%
NBIS vs CRL
+42.8%
+1,076.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.7% | +10.4% | +8.4% |
| 7D | +22.2% | -0.6% | +22.8% | +22.3% |
| 30D | +29.7% | +5.0% | +24.8% | +27.8% |
| 3M | +11.9% | +50.6% | -38.7% | -2.3% |
| 6M | +173.0% | +60.9% | +112.1% | +130.6% |
| YTD | +191.4% | +40.7% | +150.6% | +157.6% |
| 1Y | +280.7% | +73.3% | +207.4% | +211.2% |
| All | +1,119.4% | +42.8% | +1,076.6% | +879.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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