+116.9%
CME vs NIO
-36.8%
+153.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.9% | -6.7% | +3.8% | -2.8% |
| 30D | +5.5% | -20.0% | +25.6% | +5.9% |
| 3M | +11.0% | -30.5% | +41.4% | +11.5% |
| 6M | -9.7% | -20.7% | +11.0% | -9.5% |
| YTD | +4.9% | -25.7% | +30.5% | +5.2% |
| 1Y | +10.1% | -38.6% | +48.7% | +10.6% |
| 3Y | +53.5% | -62.3% | +115.8% | +54.7% |
| 5Y | +77.2% | -90.1% | +167.2% | +80.2% |
| All | +116.9% | -36.8% | +153.7% | +111.9% |
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