+1,101.8%
NBIS vs CTAS
-4.4%
+1,106.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.5% |
| 7D | +17.8% | +1.0% | +16.8% | +18.1% |
| 30D | +30.5% | -1.1% | +31.6% | +30.3% |
| 3M | +9.2% | +11.5% | -2.3% | +9.9% |
| 6M | +153.2% | +0.2% | +153.0% | +160.4% |
| YTD | +187.1% | +7.2% | +180.0% | +189.5% |
| 1Y | +151.1% | 0.0% | +151.1% | +160.6% |
| All | +1,101.8% | -4.4% | +1,106.1% | +1,258.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling