+154.1%
CMI vs NIO
-62.3%
+216.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.9% | -6.7% | +8.5% | +2.6% |
| 30D | -12.5% | -20.0% | +7.5% | -10.4% |
| 3M | -16.2% | -30.5% | +14.2% | -12.9% |
| 6M | +4.9% | -20.7% | +25.6% | +7.0% |
| YTD | +11.1% | -25.7% | +36.8% | +14.0% |
| 1Y | +43.4% | -38.6% | +81.9% | +49.0% |
| 3Y | +154.1% | -62.3% | +216.3% | +167.8% |
| All | +154.1% | -62.3% | +216.4% | +167.8% |
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