+441.9%
CARR vs NIO
+65.2%
+376.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.2% |
| 7D | +1.6% | -13.0% | +14.6% | +3.2% |
| 30D | -8.7% | -18.3% | +9.5% | -6.7% |
| 3M | -12.6% | -33.2% | +20.6% | -8.7% |
| 6M | -1.5% | -21.5% | +19.9% | +0.3% |
| YTD | +14.3% | -25.5% | +39.8% | +16.9% |
| 1Y | -4.6% | -38.0% | +33.4% | -0.9% |
| 3Y | +7.3% | -65.5% | +72.8% | +14.0% |
| 5Y | +11.6% | -90.6% | +102.2% | +29.1% |
| All | +441.9% | +65.2% | +376.7% | +216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling