+75.9%
CMS vs NIO
-49.2%
+125.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | -0.6% |
| 7D | -1.3% | -4.7% | +3.4% | -1.3% |
| 30D | +5.3% | -14.3% | +19.6% | +5.3% |
| 3M | -0.3% | -32.8% | +32.5% | -0.3% |
| 6M | -4.0% | -49.8% | +45.8% | -3.9% |
| YTD | +2.1% | -40.2% | +42.3% | +2.2% |
| 1Y | -4.7% | -52.7% | +48.0% | -4.6% |
| 3Y | +36.8% | -57.9% | +94.7% | +36.8% |
| 5Y | +34.9% | -92.9% | +127.7% | +34.0% |
| All | +75.9% | -49.2% | +125.0% | +73.6% |
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