+149.2%
CG vs NIO
-43.2%
+192.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.6% | +6.0% | +6.5% |
| 7D | +3.0% | +6.9% | -3.9% | +2.2% |
| 30D | +10.1% | -4.7% | +14.9% | +10.7% |
| 3M | -10.8% | -28.1% | +17.2% | -7.4% |
| 6M | -15.2% | -41.7% | +26.5% | -10.1% |
| YTD | -26.9% | -33.1% | +6.2% | -24.3% |
| 1Y | -17.0% | -50.3% | +33.2% | -11.1% |
| 3Y | +54.6% | -54.4% | +109.0% | +59.0% |
| 5Y | -16.7% | -91.6% | +74.9% | -2.8% |
| All | +149.2% | -43.2% | +192.4% | +127.9% |
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