-35.1%
CLF vs NIO
-62.1%
+27.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.0% | -9.2% | -11.7% |
| 7D | -21.0% | -3.6% | -17.4% | -20.5% |
| 30D | -8.0% | -8.0% | 0.0% | -6.8% |
| 3M | -10.9% | -31.2% | +20.3% | -5.3% |
| 6M | +5.8% | -45.8% | +51.6% | +16.7% |
| YTD | -15.1% | -37.3% | +22.1% | -9.6% |
| 1Y | +7.2% | -56.1% | +63.3% | +21.6% |
| All | -35.1% | -62.1% | +27.0% | -28.4% |
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