+73.3%
CME vs NIO
-92.4%
+165.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.2% |
| 7D | +2.5% | -1.8% | +4.3% | +2.5% |
| 30D | +13.9% | -6.6% | +20.6% | +14.1% |
| 3M | +22.4% | -29.9% | +52.2% | +23.2% |
| 6M | +12.9% | -46.6% | +59.5% | +14.3% |
| YTD | +19.6% | -36.5% | +56.1% | +20.4% |
| 1Y | +17.7% | -51.1% | +68.8% | +19.2% |
| 3Y | +65.3% | -55.2% | +120.6% | +66.5% |
| All | +73.3% | -92.4% | +165.7% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling