+52.0%
CHRW vs NIO
-43.5%
+95.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.9% | -8.3% | -2.6% |
| 7D | +0.6% | +5.6% | -5.0% | +0.3% |
| 30D | -7.3% | -4.2% | -3.0% | -7.1% |
| 3M | -14.2% | -26.3% | +12.1% | -13.1% |
| 6M | -25.1% | -42.5% | +17.5% | -23.4% |
| YTD | -21.2% | -33.5% | +12.4% | -20.1% |
| 1Y | -14.2% | -52.7% | +38.5% | -11.7% |
| 3Y | +63.5% | -57.5% | +121.0% | +65.6% |
| 5Y | +49.6% | -92.0% | +141.6% | +55.7% |
| All | +52.0% | -43.5% | +95.5% | +48.8% |
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