-59.9%
CCL vs NIO
-36.8%
-23.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.1% | -1.3% |
| 7D | -0.1% | -6.7% | +6.5% | +1.1% |
| 30D | -20.0% | -20.0% | +0.1% | -16.6% |
| 3M | -13.7% | -30.5% | +16.8% | -7.9% |
| 6M | -9.0% | -20.7% | +11.7% | -6.2% |
| YTD | -22.8% | -25.7% | +2.9% | -19.6% |
| 1Y | -25.3% | -38.6% | +13.3% | -20.3% |
| 3Y | +54.1% | -62.3% | +116.3% | +67.0% |
| 5Y | +3.5% | -90.1% | +93.5% | +32.7% |
| All | -59.9% | -36.8% | -23.1% | -65.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling