+6.8%
CAT vs NIO
-53.4%
+60.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.1% |
| 7D | +1.7% | -1.8% | +3.6% | +2.0% |
| 30D | -24.6% | -6.6% | -17.9% | -23.9% |
| 3M | -28.5% | -29.9% | +1.4% | -25.1% |
| 6M | -34.8% | -46.6% | +11.8% | -29.0% |
| YTD | +5.9% | -36.5% | +42.4% | +9.8% |
| 1Y | +6.8% | -51.1% | +58.0% | +14.8% |
| All | +6.8% | -53.4% | +60.2% | +14.8% |
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