+89.8%
CDW vs NIO
-36.7%
+126.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.9% |
| 7D | +3.2% | -13.0% | +16.2% | +4.2% |
| 30D | +9.3% | -18.3% | +27.6% | +10.9% |
| 3M | +9.8% | -33.2% | +43.0% | +13.0% |
| 6M | +23.3% | -21.5% | +44.8% | +25.0% |
| YTD | +13.7% | -25.5% | +39.1% | +15.5% |
| 1Y | -6.5% | -38.0% | +31.5% | -4.1% |
| 3Y | -25.2% | -65.5% | +40.2% | -22.4% |
| 5Y | -19.5% | -90.6% | +71.1% | -12.5% |
| All | +89.8% | -36.7% | +126.5% | +70.4% |
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