+67.1%
CFG vs NIO
-92.2%
+159.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.4% | +2.9% |
| 7D | +0.3% | +6.9% | -6.6% | -0.5% |
| 30D | +3.2% | -4.7% | +8.0% | +3.7% |
| 3M | -9.7% | -28.1% | +18.4% | -6.4% |
| 6M | +3.6% | -41.7% | +45.3% | +9.6% |
| YTD | +14.7% | -33.1% | +47.8% | +18.4% |
| 1Y | +29.6% | -50.3% | +79.9% | +38.5% |
| 3Y | +190.6% | -54.4% | +244.9% | +198.0% |
| 5Y | +67.1% | -91.6% | +158.7% | +104.5% |
| All | +67.1% | -92.2% | +159.2% | +104.5% |
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