+28.0%
NBIS vs CSCO
+42.8%
-14.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.6% | -7.3% | -7.2% |
| 7D | -22.4% | -6.1% | -16.3% | -17.8% |
| 30D | -39.1% | -8.2% | -31.0% | -34.0% |
| 3M | -37.3% | -14.6% | -22.7% | -28.2% |
| 6M | -19.8% | +12.7% | -32.5% | -20.5% |
| YTD | +69.1% | +37.0% | +32.1% | +45.2% |
| 1Y | +28.0% | +45.9% | -17.9% | +11.8% |
| All | +28.0% | +42.8% | -14.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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