+145.2%
COP vs NIO
-36.8%
+182.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | -0.8% | -6.7% | +5.8% | -0.4% |
| 30D | +15.6% | -20.0% | +35.6% | +17.1% |
| 3M | +14.3% | -30.5% | +44.8% | +16.8% |
| 6M | +17.0% | -20.7% | +37.7% | +18.0% |
| YTD | +47.4% | -25.7% | +73.1% | +49.0% |
| 1Y | +52.4% | -38.6% | +91.0% | +55.5% |
| 3Y | +20.8% | -62.3% | +83.1% | +23.7% |
| 5Y | +191.7% | -90.1% | +281.7% | +214.3% |
| All | +145.2% | -36.8% | +182.0% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling