-46.5%
CCL vs NIO
-43.2%
-3.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +3.1% | +6.9% | -3.8% | +1.8% |
| 30D | +17.5% | -4.7% | +22.3% | +18.6% |
| 3M | +6.8% | -28.1% | +34.9% | +13.3% |
| 6M | +18.7% | -41.7% | +60.4% | +30.2% |
| YTD | +3.0% | -33.1% | +36.2% | +9.2% |
| 1Y | +17.7% | -50.3% | +68.0% | +31.5% |
| 3Y | +155.6% | -54.4% | +210.0% | +166.8% |
| 5Y | +30.2% | -91.6% | +121.8% | +71.8% |
| All | -46.5% | -43.2% | -3.4% | -53.6% |
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