+112.0%
CF vs NIO
-92.1%
+204.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.9% | -5.2% | +0.5% |
| 7D | -3.2% | +5.6% | -8.8% | -3.4% |
| 30D | +4.3% | -4.2% | +8.6% | +4.4% |
| 3M | +2.8% | -26.3% | +29.1% | +3.9% |
| 6M | +0.6% | -42.5% | +43.2% | +2.5% |
| YTD | +56.6% | -33.5% | +90.2% | +58.0% |
| 1Y | +49.6% | -52.7% | +102.3% | +53.5% |
| 3Y | +61.5% | -57.5% | +119.0% | +62.4% |
| All | +112.0% | -92.1% | +204.1% | +116.5% |
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