+1,101.8%
NBIS vs CRS
+189.4%
+912.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +17.8% | -0.5% | +18.3% | +18.0% |
| 30D | +30.5% | -18.1% | +48.6% | +49.3% |
| 3M | +9.2% | -12.4% | +21.6% | +21.1% |
| 6M | +153.2% | +15.9% | +137.2% | +131.5% |
| YTD | +187.1% | +45.8% | +141.3% | +122.8% |
| 1Y | +151.1% | +87.8% | +63.3% | +60.0% |
| All | +1,101.8% | +189.4% | +912.3% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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