+60.4%
CFG vs NIO
-93.2%
+153.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.2% |
| 7D | +3.2% | -14.5% | +17.6% | +5.0% |
| 30D | +5.1% | -15.0% | +20.1% | +7.0% |
| 3M | -11.2% | -35.6% | +24.3% | -6.9% |
| 6M | +9.6% | -55.7% | +65.2% | +19.7% |
| YTD | +15.0% | -43.1% | +58.1% | +20.9% |
| 1Y | +29.9% | -53.5% | +83.4% | +39.7% |
| 3Y | +192.1% | -59.8% | +251.9% | +203.5% |
| All | +60.4% | -93.2% | +153.6% | +99.1% |
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