+8.9%
CAT vs NIO
-54.1%
+63.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.4% | -8.7% | -5.7% |
| 7D | -17.1% | -0.6% | -16.5% | -17.0% |
| 30D | -30.1% | -3.5% | -26.6% | -29.8% |
| 3M | -32.4% | -30.7% | -1.7% | -29.0% |
| 6M | -32.1% | -45.6% | +13.5% | -26.2% |
| YTD | +4.1% | -35.3% | +39.4% | +7.9% |
| 1Y | +8.9% | -53.9% | +62.8% | +22.5% |
| All | +8.9% | -54.1% | +63.0% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling