+4.2%
CBOE vs NIO
-49.2%
+53.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | -0.7% |
| 7D | +4.5% | -4.7% | +9.2% | +3.9% |
| 30D | +26.2% | -14.3% | +40.5% | +24.5% |
| 3M | +27.1% | -32.8% | +59.9% | +22.2% |
| 6M | +4.2% | -49.8% | +54.0% | -5.9% |
| All | +4.2% | -49.2% | +53.4% | -5.9% |
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