+1,101.8%
NBIS vs CSCO
+100.9%
+1,000.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.7% | -1.7% |
| 7D | +17.8% | 0.0% | +17.8% | +17.8% |
| 30D | +30.5% | -10.7% | +41.3% | +47.3% |
| 3M | +9.2% | -8.7% | +17.9% | +20.9% |
| 6M | +153.2% | +44.9% | +108.3% | +64.9% |
| YTD | +187.1% | +44.1% | +143.0% | +79.5% |
| 1Y | +151.1% | +65.9% | +85.2% | +20.7% |
| All | +1,101.8% | +100.9% | +1,000.9% | +443.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling