+133.8%
CG vs NIO
-43.5%
+177.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -1.4% |
| 7D | -1.2% | +5.6% | -6.8% | -1.8% |
| 30D | +5.0% | -4.2% | +9.3% | +5.5% |
| 3M | -18.2% | -26.3% | +8.1% | -15.3% |
| 6M | -20.7% | -42.5% | +21.8% | -15.7% |
| YTD | -31.4% | -33.5% | +2.1% | -28.9% |
| 1Y | -22.3% | -52.7% | +30.4% | -16.2% |
| 3Y | +50.2% | -57.5% | +107.6% | +55.8% |
| 5Y | -22.1% | -92.0% | +69.9% | -8.7% |
| All | +133.8% | -43.5% | +177.3% | +114.0% |
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 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