+547.5%
NBIS vs CSGP
-61.1%
+608.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -4.7% | +12.3% | +6.9% |
| 7D | -16.0% | +1.3% | -17.3% | -15.7% |
| 30D | -45.4% | +10.7% | -56.1% | -45.0% |
| 3M | -31.8% | +3.3% | -35.1% | -31.7% |
| 6M | -33.6% | -10.3% | -23.3% | -31.5% |
| YTD | +54.7% | -54.6% | +109.3% | +102.5% |
| 1Y | +18.3% | -54.6% | +73.0% | +54.4% |
| All | +547.5% | -61.1% | +608.5% | +807.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling