+75.6%
CL vs NIO
-45.3%
+121.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.1% |
| 7D | +2.6% | +2.8% | -0.2% | +2.6% |
| 30D | +11.8% | -8.4% | +20.1% | +11.7% |
| 3M | +5.9% | -32.0% | +37.9% | +5.8% |
| 6M | +13.3% | -43.9% | +57.3% | +13.1% |
| YTD | +27.1% | -35.7% | +62.8% | +27.0% |
| 1Y | +28.0% | -51.1% | +79.1% | +27.8% |
| 3Y | +39.4% | -54.7% | +94.1% | +39.3% |
| 5Y | +40.8% | -91.7% | +132.5% | +40.4% |
| All | +75.6% | -45.3% | +121.0% | +71.6% |
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