+142.1%
CME vs NIO
-45.3%
+187.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.6% |
| 7D | +1.7% | +2.8% | -1.2% | +1.6% |
| 30D | +10.2% | -8.4% | +18.5% | +10.3% |
| 3M | +17.8% | -32.0% | +49.7% | +18.4% |
| 6M | +11.0% | -43.9% | +54.9% | +11.8% |
| YTD | +17.0% | -35.7% | +52.7% | +17.6% |
| 1Y | +15.8% | -51.1% | +66.9% | +16.8% |
| 3Y | +61.8% | -54.7% | +116.5% | +62.3% |
| 5Y | +72.5% | -91.7% | +164.2% | +75.9% |
| All | +142.1% | -45.3% | +187.4% | +136.9% |
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