+270.3%
CMG vs NIO
-46.0%
+316.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +4.1% | -1.8% | +5.9% | +4.2% |
| 30D | +20.5% | -6.6% | +27.2% | +21.1% |
| 3M | +14.5% | -29.9% | +44.4% | +17.4% |
| 6M | +14.8% | -46.6% | +61.4% | +19.8% |
| YTD | -1.0% | -36.5% | +35.5% | +1.5% |
| 1Y | +22.9% | -51.1% | +74.0% | +28.4% |
| 3Y | -13.6% | -55.2% | +41.6% | -12.3% |
| 5Y | +0.9% | -92.3% | +93.2% | +11.9% |
| All | +270.3% | -46.0% | +316.3% | +258.8% |
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