+210.6%
CB vs NIO
-43.5%
+254.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.9% | -7.7% | -1.9% |
| 7D | +0.2% | +5.6% | -5.4% | +0.1% |
| 30D | +9.1% | -4.2% | +13.3% | +9.1% |
| 3M | +3.4% | -26.3% | +29.7% | +4.1% |
| 6M | +14.1% | -42.5% | +56.6% | +15.4% |
| YTD | +18.0% | -33.5% | +51.5% | +18.8% |
| 1Y | +30.1% | -52.7% | +82.8% | +32.1% |
| 3Y | +71.8% | -57.5% | +129.2% | +72.8% |
| 5Y | +101.8% | -92.0% | +193.8% | +109.9% |
| All | +210.6% | -43.5% | +254.1% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling