+19.6%
CME vs NIO
-54.1%
+73.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.4% | -2.1% | +1.5% |
| 7D | +4.8% | -0.6% | +5.4% | +4.8% |
| 30D | +14.2% | -3.5% | +17.7% | +14.1% |
| 3M | +17.9% | -30.7% | +48.6% | +16.9% |
| 6M | +7.2% | -45.6% | +52.9% | +6.1% |
| YTD | +16.7% | -35.3% | +52.0% | +15.6% |
| 1Y | +19.6% | -53.9% | +73.5% | +19.7% |
| All | +19.6% | -54.1% | +73.7% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling