+79.4%
CI vs NIO
-46.0%
+125.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.5% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | +6.4% | -6.6% | +13.0% | +6.6% |
| 3M | +10.7% | -29.9% | +40.6% | +12.1% |
| 6M | +5.5% | -46.6% | +52.1% | +7.8% |
| YTD | +11.4% | -36.5% | +47.9% | +12.9% |
| 1Y | +15.0% | -51.1% | +66.2% | +17.7% |
| 3Y | +9.0% | -55.2% | +64.2% | +9.9% |
| 5Y | +52.0% | -92.3% | +144.3% | +62.4% |
| All | +79.4% | -46.0% | +125.4% | +60.3% |
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