+208.2%
CF vs NIO
-36.7%
+244.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.7% | -3.2% |
| 7D | +6.0% | -13.0% | +19.1% | +6.7% |
| 30D | +14.8% | -18.3% | +33.1% | +15.9% |
| 3M | +14.1% | -33.2% | +47.3% | +16.2% |
| 6M | +28.5% | -21.5% | +50.0% | +29.3% |
| YTD | +74.9% | -25.5% | +100.4% | +76.2% |
| 1Y | +61.7% | -38.0% | +99.7% | +64.0% |
| 3Y | +80.3% | -65.5% | +145.8% | +84.2% |
| 5Y | +226.0% | -90.6% | +316.6% | +244.9% |
| All | +208.2% | -36.7% | +244.8% | +175.0% |
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 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