+126.7%
CFG vs NIO
-49.2%
+175.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.2% |
| 7D | +1.6% | -4.7% | +6.3% | +2.0% |
| 30D | +3.3% | -14.3% | +17.6% | +4.8% |
| 3M | -11.5% | -32.8% | +21.3% | -8.3% |
| 6M | +6.2% | -49.8% | +56.1% | +12.9% |
| YTD | +14.3% | -40.2% | +54.5% | +18.7% |
| 1Y | +26.7% | -52.7% | +79.5% | +34.5% |
| 3Y | +187.8% | -57.9% | +245.6% | +196.0% |
| 5Y | +61.3% | -92.9% | +154.2% | +85.8% |
| All | +126.7% | -49.2% | +175.8% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling