+74.3%
CMS vs NIO
-43.5%
+117.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -8.1% | -2.1% |
| 7D | -1.3% | +5.6% | -6.9% | -1.3% |
| 30D | +6.3% | -4.2% | +10.6% | +6.3% |
| 3M | -2.1% | -26.3% | +24.3% | -2.0% |
| 6M | -5.1% | -42.5% | +37.5% | -5.0% |
| YTD | +1.3% | -33.5% | +34.8% | +1.3% |
| 1Y | -1.4% | -52.7% | +51.3% | -1.2% |
| 3Y | +36.9% | -57.5% | +94.4% | +36.9% |
| 5Y | +32.5% | -92.0% | +124.5% | +31.7% |
| All | +74.3% | -43.5% | +117.8% | +72.1% |
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