-34.0%
CLF vs NIO
-59.9%
+25.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.3% | +0.7% |
| 7D | -19.6% | +5.6% | -25.2% | -20.3% |
| 30D | -5.0% | -4.2% | -0.7% | -4.4% |
| 3M | -6.3% | -26.3% | +20.0% | -1.6% |
| 6M | +2.8% | -42.5% | +45.3% | +12.3% |
| YTD | -13.7% | -33.5% | +19.8% | -8.9% |
| 1Y | +13.6% | -52.7% | +66.2% | +27.1% |
| 3Y | -34.0% | -57.5% | +23.5% | -27.9% |
| All | -34.0% | -59.9% | +25.9% | -27.9% |
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