+371.9%
CMI vs NIO
-40.3%
+412.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.6% |
| 7D | +0.8% | -7.3% | +8.1% | +1.5% |
| 30D | -12.8% | -22.5% | +9.7% | -10.9% |
| 3M | -12.4% | -30.9% | +18.4% | -9.8% |
| 6M | -0.9% | -37.2% | +36.3% | +2.6% |
| YTD | +8.9% | -29.8% | +38.7% | +11.4% |
| 1Y | +37.7% | -37.4% | +75.1% | +41.7% |
| 3Y | +148.9% | -64.3% | +213.2% | +158.8% |
| 5Y | +164.4% | -90.6% | +254.9% | +189.4% |
| All | +371.9% | -40.3% | +412.2% | +326.2% |
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 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