+633.7%
CDNS vs NIO
-43.2%
+676.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +5.1% |
| 7D | +2.1% | +6.9% | -4.8% | +1.4% |
| 30D | -4.6% | -4.7% | +0.1% | -4.2% |
| 3M | -0.8% | -28.1% | +27.3% | +2.5% |
| 6M | -7.2% | -41.7% | +34.5% | -2.2% |
| YTD | +7.7% | -33.1% | +40.8% | +11.2% |
| 1Y | +3.5% | -50.3% | +53.8% | +10.0% |
| 3Y | +31.2% | -54.4% | +85.6% | +34.5% |
| 5Y | +84.5% | -91.6% | +176.1% | +112.1% |
| All | +633.7% | -43.2% | +676.8% | +590.7% |
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