-4.0%
CMS vs NIO
-53.4%
+49.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -1.1% | -1.8% | +0.7% | -1.1% |
| 30D | +6.6% | -6.6% | +13.2% | +6.5% |
| 3M | +0.8% | -29.9% | +30.7% | +0.8% |
| 6M | -3.3% | -46.6% | +43.3% | -2.6% |
| YTD | +2.7% | -36.5% | +39.2% | +2.6% |
| 1Y | -4.0% | -51.1% | +47.1% | -1.9% |
| All | -4.0% | -53.4% | +49.4% | -1.9% |
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