+52.7%
CI vs NIO
-92.0%
+144.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.8% | +6.4% | +2.6% |
| 7D | +2.6% | +2.8% | -0.2% | +2.5% |
| 30D | +7.3% | -8.4% | +15.7% | +7.5% |
| 3M | +9.5% | -32.0% | +41.4% | +10.2% |
| 6M | +6.4% | -43.9% | +50.4% | +7.5% |
| YTD | +12.0% | -35.7% | +47.7% | +12.7% |
| 1Y | +20.1% | -51.1% | +71.2% | +21.4% |
| 3Y | +9.6% | -54.7% | +64.3% | +10.3% |
| 5Y | +52.7% | -91.7% | +144.4% | +61.2% |
| All | +52.7% | -92.0% | +144.7% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling