+141.7%
CAT vs NIO
-62.1%
+203.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -6.1% |
| 7D | -14.5% | -3.6% | -10.9% | -14.2% |
| 30D | -35.7% | -8.0% | -27.7% | -35.2% |
| 3M | -36.3% | -31.2% | -5.1% | -34.0% |
| 6M | -38.5% | -45.8% | +7.2% | -34.9% |
| YTD | -2.5% | -37.3% | +34.7% | +1.2% |
| 1Y | -1.9% | -56.1% | +54.2% | +5.0% |
| All | +141.7% | -62.1% | +203.8% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling