+479.4%
NBIS vs CSCO
+76.3%
+403.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -6.2% | -3.7% | -2.8% |
| 7D | -10.5% | +1.9% | -12.4% | -11.9% |
| 30D | -37.7% | -15.8% | -21.9% | -23.5% |
| 3M | -54.6% | -15.4% | -39.2% | -44.4% |
| 6M | -44.1% | -5.4% | -38.7% | -39.1% |
| YTD | +38.4% | +26.5% | +12.0% | +1.8% |
| 1Y | +30.7% | +25.9% | +4.9% | -2.8% |
| All | +479.4% | +76.3% | +403.1% | +208.0% |
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