+74.7%
CI vs NIO
-43.5%
+118.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.9% | -8.6% | -2.8% |
| 7D | -1.6% | +5.6% | -7.2% | -1.8% |
| 30D | +5.4% | -4.2% | +9.7% | +5.6% |
| 3M | +7.3% | -26.3% | +33.6% | +8.4% |
| 6M | +5.3% | -42.5% | +47.8% | +7.3% |
| YTD | +8.5% | -33.5% | +42.0% | +9.7% |
| 1Y | +17.1% | -52.7% | +69.8% | +19.9% |
| 3Y | +1.4% | -57.5% | +58.9% | +2.6% |
| 5Y | +50.5% | -92.0% | +142.5% | +60.5% |
| All | +74.7% | -43.5% | +118.2% | +55.9% |
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