-43.2%
CAG vs NIO
-38.3%
-4.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.0% |
| 7D | -6.6% | -4.1% | -2.5% | -6.6% |
| 30D | +2.3% | -23.2% | +25.5% | +2.6% |
| 3M | +16.3% | -29.9% | +46.2% | +16.7% |
| 6M | -16.0% | -25.1% | +9.1% | -15.8% |
| YTD | -7.7% | -27.5% | +19.8% | -7.5% |
| 1Y | -16.0% | -41.1% | +25.0% | -15.7% |
| 3Y | -37.7% | -63.1% | +25.4% | -37.4% |
| 5Y | -41.2% | -90.4% | +49.2% | -40.3% |
| All | -43.2% | -38.3% | -4.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling