+39.9%
CL vs NIO
-92.1%
+131.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.1% | -2.1% |
| 7D | +1.3% | +5.6% | -4.3% | +1.4% |
| 30D | +11.4% | -4.2% | +15.6% | +11.3% |
| 3M | +4.4% | -26.3% | +30.7% | +4.2% |
| 6M | +10.8% | -42.5% | +53.3% | +10.3% |
| YTD | +25.1% | -33.5% | +58.7% | +24.8% |
| 1Y | +28.0% | -52.7% | +80.6% | +27.4% |
| 3Y | +37.6% | -57.5% | +95.1% | +37.3% |
| All | +39.9% | -92.1% | +131.9% | +35.8% |
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