+1,910.9%
CLS vs NIO
-46.0%
+1,956.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.2% | +9.7% | +8.7% |
| 7D | +2.8% | -1.8% | +4.6% | +3.0% |
| 30D | -30.1% | -6.6% | -23.5% | -29.4% |
| 3M | -21.7% | -29.9% | +8.1% | -18.2% |
| 6M | -36.2% | -46.6% | +10.4% | -31.1% |
| YTD | -17.8% | -36.5% | +18.6% | -13.4% |
| 1Y | -26.8% | -51.1% | +24.3% | -20.4% |
| 3Y | +853.4% | -55.2% | +908.6% | +901.1% |
| 5Y | +2,005.0% | -92.3% | +2,097.3% | +2,392.7% |
| All | +1,910.9% | -46.0% | +1,956.9% | +1,747.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling