+143.8%
COP vs NIO
-36.7%
+180.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.0% |
| 7D | +3.0% | -13.0% | +16.0% | +3.9% |
| 30D | +17.5% | -18.3% | +35.8% | +18.9% |
| 3M | +13.4% | -33.2% | +46.6% | +16.1% |
| 6M | +17.7% | -21.5% | +39.2% | +18.8% |
| YTD | +46.6% | -25.5% | +72.1% | +48.2% |
| 1Y | +44.6% | -38.0% | +82.6% | +47.4% |
| 3Y | +20.7% | -65.5% | +86.1% | +24.3% |
| 5Y | +185.0% | -90.6% | +275.6% | +208.4% |
| All | +143.8% | -36.7% | +180.4% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling