-47.8%
CLF vs NIO
-90.7%
+42.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.3% | +2.1% |
| 7D | +7.6% | -13.0% | +20.6% | +10.5% |
| 30D | -1.2% | -18.3% | +17.1% | +2.7% |
| 3M | -13.4% | -33.2% | +19.8% | -6.5% |
| 6M | +15.4% | -21.5% | +36.9% | +19.1% |
| YTD | -5.9% | -25.5% | +19.6% | -2.0% |
| 1Y | +18.8% | -38.0% | +56.8% | +27.6% |
| 3Y | -19.4% | -65.5% | +46.0% | -9.2% |
| All | -47.8% | -90.7% | +42.9% | -25.3% |
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