+793.0%
COHR vs NIO
-65.5%
+858.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.6% |
| 7D | +10.9% | -7.3% | +18.1% | +13.0% |
| 30D | -10.8% | -22.5% | +11.7% | -4.9% |
| 3M | -17.4% | -30.9% | +13.5% | -9.6% |
| 6M | +12.5% | -37.2% | +49.7% | +26.1% |
| YTD | +58.8% | -29.8% | +88.6% | +72.9% |
| 1Y | +183.3% | -37.4% | +220.7% | +213.7% |
| All | +793.0% | -65.5% | +858.5% | +953.3% |
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 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