+64.0%
CFG vs NIO
-92.6%
+156.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | -0.1% | -2.8% |
| 7D | -2.2% | -3.6% | +1.5% | -1.7% |
| 30D | +0.4% | -8.0% | +8.4% | +1.3% |
| 3M | -12.6% | -31.2% | +18.6% | -8.9% |
| 6M | +0.6% | -45.8% | +46.4% | +7.3% |
| YTD | +12.4% | -37.3% | +49.7% | +17.0% |
| 1Y | +27.7% | -56.1% | +83.8% | +38.5% |
| 3Y | +172.4% | -61.1% | +233.5% | +185.8% |
| 5Y | +64.0% | -92.4% | +156.4% | +104.6% |
| All | +64.0% | -92.6% | +156.6% | +104.6% |
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