+248.8%
NBIS vs CSGP
-64.9%
+313.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.4% | +9.9% | +6.7% |
| 7D | +8.2% | -4.1% | +12.3% | +6.9% |
| 30D | +3.4% | +2.3% | +1.1% | +4.7% |
| 3M | -12.8% | -8.2% | -4.6% | -9.9% |
| 6M | +131.5% | -35.1% | +166.6% | +140.3% |
| YTD | +170.5% | -54.0% | +224.5% | +186.2% |
| 1Y | +248.8% | -65.3% | +314.1% | +312.0% |
| All | +248.8% | -64.9% | +313.7% | +312.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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