+58.1%
CL vs NIO
-36.7%
+94.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.5% |
| 7D | -2.2% | -13.0% | +10.9% | -2.2% |
| 30D | -4.8% | -18.3% | +13.4% | -4.9% |
| 3M | +4.9% | -33.2% | +38.1% | +4.8% |
| 6M | -5.7% | -21.5% | +15.8% | -5.8% |
| YTD | +14.4% | -25.5% | +39.9% | +14.3% |
| 1Y | +8.7% | -38.0% | +46.8% | +8.6% |
| 3Y | +30.0% | -65.5% | +95.4% | +29.9% |
| 5Y | +28.4% | -90.6% | +118.9% | +28.1% |
| All | +58.1% | -36.7% | +94.7% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling