+4.7%
CARR vs NIO
-93.2%
+97.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.2% |
| 7D | +3.5% | -14.5% | +17.9% | +5.3% |
| 30D | +0.4% | -15.0% | +15.3% | +2.1% |
| 3M | -14.1% | -35.6% | +21.5% | -9.9% |
| 6M | -16.7% | -55.7% | +39.0% | -9.2% |
| YTD | +4.2% | -43.1% | +47.3% | +9.6% |
| 1Y | -0.2% | -53.5% | +53.3% | +7.4% |
| 3Y | +10.9% | -59.8% | +70.7% | +15.4% |
| All | +4.7% | -93.2% | +97.9% | +13.4% |
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 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