+1,119.4%
NBIS vs CSCO
+100.4%
+1,019.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.8% | +7.8% |
| 7D | +22.2% | -0.5% | +22.7% | +22.9% |
| 30D | +29.7% | -10.1% | +39.8% | +45.2% |
| 3M | +11.9% | -11.7% | +23.6% | +28.0% |
| 6M | +173.0% | +40.1% | +132.9% | +84.6% |
| YTD | +191.4% | +43.8% | +147.6% | +82.6% |
| 1Y | +280.7% | +66.6% | +214.1% | +81.8% |
| All | +1,119.4% | +100.4% | +1,019.0% | +452.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling