+202.9%
CBOE vs NIO
-92.0%
+294.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.8% | +7.2% | +3.4% |
| 7D | +6.0% | +2.8% | +3.1% | +6.0% |
| 30D | +19.9% | -8.4% | +28.3% | +19.9% |
| 3M | +28.4% | -32.0% | +60.3% | +28.3% |
| 6M | +5.2% | -43.9% | +49.1% | +5.1% |
| YTD | +46.4% | -35.7% | +82.1% | +46.2% |
| 1Y | +41.8% | -51.1% | +92.9% | +41.9% |
| 3Y | +114.4% | -54.7% | +169.1% | +115.1% |
| 5Y | +202.9% | -91.7% | +294.6% | +219.8% |
| All | +202.9% | -92.0% | +294.9% | +219.8% |
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