+1,040.6%
NBIS vs CSCO
+97.2%
+943.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.8% | -3.3% | -3.1% |
| 7D | +8.3% | -1.1% | +9.4% | +9.7% |
| 30D | +18.1% | -10.8% | +28.8% | +33.6% |
| 3M | +7.8% | -9.2% | +17.0% | +20.2% |
| 6M | +136.6% | +39.5% | +97.0% | +61.0% |
| YTD | +172.5% | +41.5% | +131.0% | +73.9% |
| 1Y | +144.3% | +61.0% | +83.3% | +22.7% |
| All | +1,040.6% | +97.2% | +943.3% | +426.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling