-48.7%
CCL vs NIO
-43.5%
-5.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.9% | -5.5% | -0.6% |
| 7D | +3.1% | +5.6% | -2.5% | +2.1% |
| 30D | +13.7% | -4.2% | +17.9% | +14.6% |
| 3M | +3.8% | -26.3% | +30.1% | +9.6% |
| 6M | +9.3% | -42.5% | +51.8% | +20.1% |
| YTD | -1.1% | -33.5% | +32.4% | +4.9% |
| 1Y | +14.6% | -52.7% | +67.2% | +29.1% |
| 3Y | +146.4% | -57.5% | +203.9% | +160.9% |
| 5Y | +21.9% | -92.0% | +113.8% | +61.8% |
| All | -48.7% | -43.5% | -5.2% | -55.4% |
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