+71.5%
CART vs NIO
-66.5%
+137.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -2.2% |
| 7D | +1.2% | -3.6% | +4.8% | +1.4% |
| 30D | +27.1% | -8.0% | +35.1% | +27.7% |
| 3M | +27.4% | -31.2% | +58.6% | +30.2% |
| 6M | +32.1% | -45.8% | +77.9% | +36.6% |
| YTD | +28.5% | -37.3% | +65.7% | +31.3% |
| 1Y | +58.8% | -56.1% | +114.9% | +66.1% |
| 3Y | +114.8% | -61.1% | +175.9% | +129.6% |
| All | +71.5% | -66.5% | +137.9% | +79.9% |
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