+33.9%
CCL vs NIO
-93.2%
+127.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.9% |
| 7D | -1.2% | -14.5% | +13.3% | +2.9% |
| 30D | +13.1% | -15.0% | +28.1% | +18.0% |
| 3M | +3.4% | -35.6% | +38.9% | +15.5% |
| 6M | +18.7% | -55.7% | +74.4% | +45.4% |
| YTD | -2.3% | -43.1% | +40.9% | +10.3% |
| 1Y | +14.2% | -53.5% | +67.7% | +35.5% |
| 3Y | +133.6% | -59.8% | +193.4% | +153.0% |
| All | +33.9% | -93.2% | +127.1% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling