-39.4%
CAG vs NIO
-92.0%
+52.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.2% | -0.7% |
| 7D | +6.6% | +2.8% | +3.8% | +6.6% |
| 30D | +13.9% | -8.4% | +22.3% | +13.9% |
| 3M | +4.0% | -32.0% | +36.0% | +4.1% |
| 6M | +10.0% | -43.9% | +53.9% | +10.1% |
| YTD | -6.1% | -35.7% | +29.6% | -6.0% |
| 1Y | -4.3% | -51.1% | +46.8% | -4.1% |
| 3Y | -34.6% | -54.7% | +20.1% | -34.6% |
| 5Y | -39.4% | -91.7% | +52.3% | -40.1% |
| All | -39.4% | -92.0% | +52.5% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling