+72.5%
CART vs NIO
-64.5%
+136.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.4% | +0.2% |
| 7D | +3.0% | +5.6% | -2.6% | +2.6% |
| 30D | +28.6% | -4.2% | +32.8% | +28.8% |
| 3M | +29.1% | -26.3% | +55.4% | +31.3% |
| 6M | +44.7% | -42.5% | +87.3% | +49.1% |
| YTD | +29.2% | -33.5% | +62.7% | +31.6% |
| 1Y | +66.2% | -52.7% | +118.8% | +72.9% |
| 3Y | +112.8% | -57.5% | +170.3% | +123.6% |
| All | +72.5% | -64.5% | +136.9% | +80.3% |
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