+122.4%
CF vs NIO
-92.6%
+215.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.0% | +9.2% | +6.3% |
| 7D | +0.4% | -3.6% | +4.0% | +0.5% |
| 30D | +2.2% | -8.0% | +10.2% | +2.5% |
| 3M | +2.1% | -31.2% | +33.3% | +3.4% |
| 6M | -6.5% | -45.8% | +39.2% | -4.6% |
| YTD | +55.6% | -37.3% | +92.8% | +57.2% |
| 1Y | +42.3% | -56.1% | +98.4% | +46.5% |
| 3Y | +55.7% | -61.1% | +116.9% | +57.2% |
| 5Y | +122.4% | -92.4% | +214.9% | +132.0% |
| All | +122.4% | -92.6% | +215.1% | +132.0% |
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