+10.9%
CMG vs NIO
-54.1%
+65.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.4% | +5.9% |
| 7D | +22.5% | -0.6% | +23.1% | +22.5% |
| 30D | +14.1% | -3.5% | +17.6% | +14.0% |
| 3M | +4.1% | -30.7% | +34.8% | +3.1% |
| 6M | +10.1% | -45.6% | +55.7% | +8.3% |
| YTD | -4.9% | -35.3% | +30.4% | -4.9% |
| 1Y | +10.9% | -53.9% | +64.8% | +14.2% |
| All | +10.9% | -54.1% | +65.0% | +14.2% |
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