-18.2%
CMG vs NIO
-58.0%
+39.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -3.9% |
| 7D | -0.6% | -4.7% | +4.0% | -0.5% |
| 30D | +15.9% | -14.3% | +30.2% | +16.3% |
| 3M | +7.8% | -32.8% | +40.6% | +8.9% |
| 6M | +7.7% | -49.8% | +57.5% | +9.6% |
| YTD | -4.9% | -40.2% | +35.3% | -3.9% |
| 1Y | +12.3% | -52.7% | +65.0% | +14.5% |
| All | -18.2% | -58.0% | +39.8% | -18.0% |
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