+424.7%
COR vs NIO
-43.2%
+467.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +2.3% | +6.9% | -4.6% | +2.2% |
| 30D | +6.8% | -4.7% | +11.5% | +6.8% |
| 3M | +8.1% | -28.1% | +36.2% | +8.7% |
| 6M | +33.0% | -41.7% | +74.7% | +34.1% |
| YTD | +3.0% | -33.1% | +36.1% | +3.5% |
| 1Y | -3.4% | -50.3% | +46.9% | -2.4% |
| 3Y | +80.1% | -54.4% | +134.5% | +80.9% |
| 5Y | +194.7% | -91.6% | +286.3% | +206.4% |
| All | +424.7% | -43.2% | +467.8% | +389.4% |
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