+37.3%
CMS vs NIO
-64.6%
+101.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | -0.2% |
| 7D | +0.4% | -13.0% | +13.4% | +0.5% |
| 30D | -3.6% | -18.3% | +14.7% | -3.4% |
| 3M | -1.9% | -33.2% | +31.3% | -1.5% |
| 6M | -11.0% | -21.5% | +10.5% | -10.8% |
| YTD | +0.2% | -25.5% | +25.7% | +0.4% |
| 1Y | -1.3% | -38.0% | +36.7% | -1.1% |
| All | +37.3% | -64.6% | +101.9% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling