+984.1%
CCJ vs NIO
-36.8%
+1,020.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +5.9% | -6.7% | +12.6% | +6.7% |
| 30D | +4.7% | -20.0% | +24.7% | +7.3% |
| 3M | -3.3% | -30.5% | +27.2% | +0.5% |
| 6M | -7.0% | -20.7% | +13.7% | -4.9% |
| YTD | +11.5% | -25.7% | +37.1% | +14.6% |
| 1Y | +32.3% | -38.6% | +70.8% | +38.0% |
| 3Y | +176.8% | -62.3% | +239.1% | +190.8% |
| 5Y | +351.8% | -90.1% | +441.9% | +411.8% |
| All | +984.1% | -36.8% | +1,020.9% | +943.3% |
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