+414.1%
CARR vs NIO
+55.7%
+358.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -1.9% |
| 7D | -4.1% | -7.3% | +3.1% | -3.3% |
| 30D | -11.0% | -22.5% | +11.5% | -8.4% |
| 3M | -16.4% | -30.9% | +14.5% | -13.0% |
| 6M | -2.4% | -37.2% | +34.8% | +2.2% |
| YTD | +8.4% | -29.8% | +38.2% | +11.7% |
| 1Y | -8.0% | -37.4% | +29.4% | -4.5% |
| 3Y | +0.6% | -64.3% | +64.9% | +6.4% |
| 5Y | +7.7% | -90.6% | +98.3% | +24.6% |
| All | +414.1% | +55.7% | +358.4% | +202.4% |
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