+2,485.7%
CLS vs NIO
-36.7%
+2,522.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +4.6% | -13.0% | +17.6% | +6.4% |
| 30D | -13.9% | -18.3% | +4.4% | -11.7% |
| 3M | -26.6% | -33.2% | +6.6% | -22.7% |
| 6M | +15.4% | -21.5% | +36.9% | +18.6% |
| YTD | +5.7% | -25.5% | +31.2% | +9.2% |
| 1Y | +41.1% | -38.0% | +79.1% | +48.7% |
| 3Y | +1,228.6% | -65.5% | +1,294.0% | +1,326.5% |
| 5Y | +3,240.6% | -90.6% | +3,331.2% | +3,755.0% |
| All | +2,485.7% | -36.7% | +2,522.3% | +2,227.4% |
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 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