-10.5%
CF vs NIO
-44.5%
+34.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.4% | -7.8% | -4.0% |
| 7D | -6.9% | -0.6% | -6.3% | -6.8% |
| 30D | -3.7% | -3.5% | -0.2% | -3.9% |
| 3M | -5.0% | -30.7% | +25.7% | -5.7% |
| 6M | -10.5% | -45.6% | +35.2% | -12.2% |
| All | -10.5% | -44.5% | +34.1% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling