+543.2%
NBIS vs CSGP
-61.7%
+604.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -0.6% | -16.3% | -16.9% |
| 7D | +6.9% | -6.1% | +13.0% | +6.0% |
| 30D | -37.8% | +0.3% | -38.1% | -37.7% |
| 3M | -50.4% | -1.3% | -49.1% | -50.2% |
| 6M | -28.2% | -8.9% | -19.3% | -26.7% |
| YTD | +53.7% | -55.2% | +108.9% | +100.7% |
| 1Y | +36.3% | -56.4% | +92.7% | +80.1% |
| All | +543.2% | -61.7% | +604.9% | +798.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling