-13.8%
CNH vs NIO
-92.4%
+78.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +6.7% | -1.8% | +8.5% | +7.0% |
| 30D | +7.2% | -6.6% | +13.8% | +8.2% |
| 3M | +17.5% | -29.9% | +47.4% | +23.2% |
| 6M | +15.0% | -46.6% | +61.6% | +24.9% |
| YTD | +36.8% | -36.5% | +73.2% | +43.5% |
| 1Y | +27.6% | -51.1% | +78.8% | +39.1% |
| 3Y | +34.3% | -55.2% | +89.6% | +39.3% |
| All | -13.8% | -92.4% | +78.6% | +4.8% |
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 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