+12.1%
CI vs NIO
-55.0%
+67.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.2% | +0.4% |
| 7D | +1.2% | -14.5% | +15.6% | +1.6% |
| 30D | +2.6% | -15.0% | +17.5% | +3.0% |
| 3M | +7.4% | -35.6% | +43.0% | +8.9% |
| 6M | -0.1% | -55.7% | +55.5% | +3.5% |
| YTD | +9.7% | -43.1% | +52.9% | +11.1% |
| 1Y | +12.1% | -53.5% | +65.6% | +15.7% |
| All | +12.1% | -55.0% | +67.1% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling