+226.0%
CCEP vs NIO
-45.3%
+271.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.2% |
| 7D | +5.4% | +2.8% | +2.5% | +5.2% |
| 30D | +12.8% | -8.4% | +21.1% | +13.2% |
| 3M | +10.9% | -32.0% | +42.8% | +12.8% |
| 6M | +25.6% | -43.9% | +69.6% | +28.8% |
| YTD | +31.0% | -35.7% | +66.7% | +33.1% |
| 1Y | +32.3% | -51.1% | +83.4% | +36.1% |
| 3Y | +110.5% | -54.7% | +165.2% | +112.6% |
| 5Y | +141.8% | -91.7% | +233.5% | +155.6% |
| All | +226.0% | -45.3% | +271.3% | +208.1% |
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