-39.5%
CAT vs NIO
-41.8%
+2.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | +0.6% |
| 7D | -10.3% | +5.6% | -15.9% | -10.5% |
| 30D | -31.2% | -4.2% | -27.0% | -31.1% |
| 3M | -34.7% | -26.3% | -8.4% | -33.9% |
| 6M | -39.5% | -42.5% | +3.1% | -37.7% |
| All | -39.5% | -41.8% | +2.3% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling