+213.9%
CAT vs NIO
-93.2%
+307.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.4% |
| 7D | +7.4% | -14.5% | +21.9% | +9.1% |
| 30D | -19.7% | -15.0% | -4.7% | -18.4% |
| 3M | -29.6% | -35.6% | +6.0% | -26.6% |
| 6M | -33.2% | -55.7% | +22.5% | -27.9% |
| YTD | +5.7% | -43.1% | +48.8% | +10.7% |
| 1Y | +9.3% | -53.5% | +62.9% | +16.6% |
| 3Y | +158.3% | -59.8% | +218.2% | +168.8% |
| All | +213.9% | -93.2% | +307.1% | +248.5% |
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 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