+7.1%
CME vs NIO
-41.8%
+48.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.4% | -0.1% |
| 7D | +0.9% | +5.6% | -4.7% | +1.2% |
| 30D | +13.2% | -4.2% | +17.4% | +12.9% |
| 3M | +16.3% | -26.3% | +42.6% | +13.8% |
| 6M | +7.1% | -42.5% | +49.7% | +2.5% |
| All | +7.1% | -41.8% | +48.9% | +2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling