+56.4%
CHRW vs NIO
-45.3%
+101.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.2% |
| 7D | -3.4% | +2.8% | -6.2% | -3.5% |
| 30D | -9.4% | -8.4% | -1.0% | -9.0% |
| 3M | -12.6% | -32.0% | +19.3% | -11.2% |
| 6M | -24.2% | -43.9% | +19.8% | -22.4% |
| YTD | -18.9% | -35.7% | +16.8% | -17.7% |
| 1Y | -13.7% | -51.1% | +37.4% | -11.4% |
| 3Y | +72.6% | -54.7% | +127.3% | +74.4% |
| 5Y | +55.6% | -91.7% | +147.3% | +61.9% |
| All | +56.4% | -45.3% | +101.8% | +53.4% |
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