+40.7%
CL vs NIO
-62.1%
+102.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | -0.1% |
| 7D | +5.9% | -3.6% | +9.6% | +5.9% |
| 30D | +13.8% | -8.0% | +21.8% | +13.6% |
| 3M | +6.4% | -31.2% | +37.6% | +5.6% |
| 6M | +15.6% | -45.8% | +61.4% | +14.4% |
| YTD | +27.9% | -37.3% | +65.1% | +27.0% |
| 1Y | +31.4% | -56.1% | +87.5% | +29.7% |
| All | +40.7% | -62.1% | +102.8% | +40.2% |
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 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