+2.4%
CARR vs NIO
-64.4%
+66.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.7% |
| 7D | +0.6% | -4.1% | +4.8% | +1.0% |
| 30D | -8.7% | -23.2% | +14.6% | -6.5% |
| 3M | -18.4% | -29.9% | +11.6% | -15.8% |
| 6M | -0.6% | -25.1% | +24.5% | +1.3% |
| YTD | +10.9% | -27.5% | +38.4% | +13.2% |
| 1Y | -7.3% | -41.1% | +33.8% | -3.9% |
| All | +2.4% | -64.4% | +66.8% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling