+35.3%
CMS vs NIO
-92.2%
+127.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.5% |
| 7D | -0.9% | +6.9% | -7.8% | -1.0% |
| 30D | +7.1% | -4.7% | +11.8% | +7.1% |
| 3M | -1.3% | -28.1% | +26.8% | -0.9% |
| 6M | -2.7% | -41.7% | +39.1% | -2.0% |
| YTD | +2.6% | -33.1% | +35.8% | +3.0% |
| 1Y | -2.0% | -50.3% | +48.3% | -1.2% |
| 3Y | +39.6% | -54.4% | +94.0% | +39.7% |
| 5Y | +35.3% | -91.6% | +126.9% | +31.3% |
| All | +35.3% | -92.2% | +127.5% | +31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling