+273.5%
CMG vs NIO
-36.7%
+310.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -1.5% |
| 7D | -2.8% | -13.0% | +10.2% | -1.8% |
| 30D | +7.1% | -18.3% | +25.4% | +8.7% |
| 3M | +31.2% | -33.2% | +64.4% | +34.9% |
| 6M | +0.7% | -21.5% | +22.2% | +1.8% |
| YTD | -0.1% | -25.5% | +25.4% | +1.3% |
| 1Y | -10.7% | -38.0% | +27.3% | -8.6% |
| 3Y | -4.7% | -65.5% | +60.8% | -1.1% |
| 5Y | -3.8% | -90.6% | +86.8% | +5.2% |
| All | +273.5% | -36.7% | +310.2% | +258.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling