-1.1%
CAT vs NIO
-54.3%
+53.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | +0.1% |
| 7D | -10.3% | +5.6% | -15.9% | -10.9% |
| 30D | -31.2% | -4.2% | -27.0% | -30.8% |
| 3M | -34.7% | -26.3% | -8.4% | -32.0% |
| 6M | -39.5% | -42.5% | +3.1% | -34.8% |
| YTD | -1.7% | -33.5% | +31.9% | +1.4% |
| 1Y | -1.1% | -52.7% | +51.5% | +7.4% |
| All | -1.1% | -54.3% | +53.1% | +7.4% |
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 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