-9.1%
CLX vs NIO
-43.2%
+34.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.6% |
| 7D | +17.4% | +6.9% | +10.5% | +17.3% |
| 30D | +27.8% | -4.7% | +32.5% | +27.8% |
| 3M | +3.0% | -28.1% | +31.1% | +3.3% |
| 6M | +17.5% | -41.7% | +59.2% | +18.0% |
| YTD | +10.0% | -33.1% | +43.1% | +10.3% |
| 1Y | +3.3% | -50.3% | +53.6% | +3.8% |
| 3Y | -10.1% | -54.4% | +44.2% | -10.0% |
| 5Y | -23.7% | -91.6% | +67.9% | -23.6% |
| All | -9.1% | -43.2% | +34.1% | -9.2% |
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