-4.7%
CMS vs NIO
-53.2%
+48.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.2% |
| 3M | -0.3% | -32.8% | +32.5% | -0.4% |
| 6M | -4.0% | -49.8% | +45.8% | -3.3% |
| YTD | +2.1% | -40.2% | +42.3% | +2.0% |
| 1Y | -4.7% | -52.7% | +48.0% | -2.9% |
| All | -4.7% | -53.2% | +48.5% | -2.9% |
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