+37.4%
CMI vs NIO
-36.7%
+74.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.9% |
| 7D | -0.7% | -2.9% | +2.2% | -0.4% |
| 30D | -12.4% | -18.7% | +6.3% | -10.5% |
| 3M | -14.8% | -29.4% | +14.7% | -11.7% |
| 6M | +0.8% | -32.5% | +33.3% | +4.8% |
| YTD | +10.2% | -27.6% | +37.8% | +14.2% |
| 1Y | +37.4% | -39.2% | +76.6% | +44.4% |
| All | +37.4% | -36.7% | +74.1% | +44.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling