+28.0%
NBIS vs CTAS
+25.6%
+2.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.4% | -9.0% | -3.4% |
| 7D | -22.4% | +7.6% | -30.0% | -13.7% |
| 30D | -39.1% | +17.2% | -56.4% | -24.1% |
| 3M | -37.3% | +12.8% | -50.1% | -25.4% |
| 6M | -19.8% | +38.0% | -57.7% | +15.1% |
| YTD | +69.1% | +22.7% | +46.4% | +121.2% |
| 1Y | +28.0% | +25.6% | +2.4% | +74.3% |
| All | +28.0% | +25.6% | +2.4% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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