-13.9%
CLX vs NIO
-43.5%
+29.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.9% | -5.7% | +0.2% |
| 7D | +13.6% | +5.6% | +8.0% | +13.5% |
| 30D | +23.4% | -4.2% | +27.6% | +23.4% |
| 3M | -2.8% | -26.3% | +23.5% | -2.6% |
| 6M | +14.0% | -42.5% | +56.5% | +14.5% |
| YTD | +4.2% | -33.5% | +37.7% | +4.5% |
| 1Y | -1.2% | -52.7% | +51.5% | -0.7% |
| 3Y | -12.7% | -57.5% | +44.8% | -12.5% |
| 5Y | -26.5% | -92.0% | +65.5% | -26.3% |
| All | -13.9% | -43.5% | +29.6% | -14.0% |
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