+145.1%
CCL vs NIO
-59.9%
+205.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.9% | -6.0% | -0.7% |
| 7D | +2.6% | +5.6% | -3.0% | +2.0% |
| 30D | +13.1% | -4.2% | +17.4% | +13.6% |
| 3M | +3.3% | -26.3% | +29.6% | +6.8% |
| 6M | +8.7% | -42.5% | +51.3% | +15.3% |
| YTD | -1.6% | -33.5% | +31.9% | +2.2% |
| 1Y | +14.0% | -52.7% | +66.6% | +22.6% |
| 3Y | +145.1% | -57.5% | +202.6% | +162.8% |
| All | +145.1% | -59.9% | +205.0% | +162.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling