+73.0%
CF vs NIO
-64.6%
+137.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -3.2% |
| 7D | +6.0% | -13.0% | +19.1% | +6.4% |
| 30D | +14.8% | -18.3% | +33.1% | +15.4% |
| 3M | +14.1% | -33.2% | +47.3% | +15.2% |
| 6M | +28.5% | -21.5% | +50.0% | +28.6% |
| YTD | +74.9% | -25.5% | +100.4% | +75.3% |
| 1Y | +61.7% | -38.0% | +99.7% | +63.2% |
| All | +73.0% | -64.6% | +137.6% | +70.9% |
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