+210.1%
CAT vs NIO
-92.2%
+302.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.1% |
| 7D | -2.4% | +6.9% | -9.3% | -3.1% |
| 30D | -25.0% | -4.7% | -20.3% | -24.7% |
| 3M | -28.7% | -28.1% | -0.7% | -26.5% |
| 6M | -33.0% | -41.7% | +8.7% | -29.6% |
| YTD | +5.4% | -33.1% | +38.6% | +8.7% |
| 1Y | +7.3% | -50.3% | +57.6% | +13.6% |
| 3Y | +166.0% | -54.4% | +220.4% | +173.4% |
| 5Y | +210.1% | -91.6% | +301.7% | +243.3% |
| All | +210.1% | -92.2% | +302.3% | +243.3% |
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