-59.4%
CCL vs NIO
-36.7%
-22.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -5.0% | -13.0% | +8.0% | -2.6% |
| 30D | -20.3% | -18.3% | -2.1% | -17.4% |
| 3M | -15.1% | -33.2% | +18.1% | -8.8% |
| 6M | -15.1% | -21.5% | +6.4% | -12.3% |
| YTD | -21.8% | -25.5% | +3.7% | -18.6% |
| 1Y | -24.8% | -38.0% | +13.2% | -19.9% |
| 3Y | +51.9% | -65.5% | +117.3% | +67.6% |
| 5Y | +4.0% | -90.6% | +94.6% | +34.3% |
| All | -59.4% | -36.7% | -22.7% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling