-5.0%
CMG vs NIO
-62.3%
+57.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.5% | -6.7% | +5.2% | -1.3% |
| 30D | +12.7% | -20.0% | +32.8% | +13.4% |
| 3M | +26.3% | -30.5% | +56.7% | +27.5% |
| 6M | +4.5% | -20.7% | +25.2% | +4.9% |
| YTD | -0.1% | -25.7% | +25.6% | +0.4% |
| 1Y | -6.8% | -38.6% | +31.8% | -5.8% |
| 3Y | -5.0% | -62.3% | +57.3% | -4.4% |
| All | -5.0% | -62.3% | +57.3% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling