+4.1%
CI vs NIO
-62.1%
+66.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -1.3% |
| 7D | +1.0% | -3.6% | +4.6% | +1.0% |
| 30D | +9.9% | -8.0% | +17.9% | +9.8% |
| 3M | +12.1% | -31.2% | +43.3% | +12.0% |
| 6M | +10.6% | -45.8% | +56.4% | +10.5% |
| YTD | +11.4% | -37.3% | +48.6% | +11.4% |
| 1Y | +18.8% | -56.1% | +74.9% | +18.3% |
| All | +4.1% | -62.1% | +66.3% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling