+1,040.6%
NBIS vs CTAS
-5.1%
+1,045.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -5.4% |
| 7D | +8.3% | -1.3% | +9.6% | +7.8% |
| 30D | +18.1% | -3.1% | +21.1% | +17.1% |
| 3M | +7.8% | +10.3% | -2.5% | +8.2% |
| 6M | +136.6% | +1.6% | +134.9% | +141.8% |
| YTD | +172.5% | +6.3% | +166.2% | +174.1% |
| 1Y | +144.3% | -0.5% | +144.7% | +152.3% |
| All | +1,040.6% | -5.1% | +1,045.7% | +1,185.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling