+167.0%
CMI vs NIO
-90.3%
+257.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.9% |
| 7D | +0.7% | -4.1% | +4.8% | +1.2% |
| 30D | -12.3% | -23.2% | +11.0% | -9.7% |
| 3M | -16.8% | -29.9% | +13.1% | -13.6% |
| 6M | +1.5% | -25.1% | +26.6% | +4.2% |
| YTD | +9.8% | -27.5% | +37.2% | +12.9% |
| 1Y | +42.6% | -41.1% | +83.7% | +49.0% |
| 3Y | +151.0% | -63.1% | +214.1% | +163.9% |
| 5Y | +167.0% | -90.4% | +257.4% | +201.8% |
| All | +167.0% | -90.3% | +257.3% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling