+206.1%
COR vs NIO
-93.2%
+299.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.9% | +7.9% | +2.9% |
| 7D | +7.8% | -14.5% | +22.3% | +7.8% |
| 30D | +7.0% | -15.0% | +22.0% | +6.9% |
| 3M | +16.3% | -35.6% | +51.8% | +16.0% |
| 6M | +41.3% | -55.7% | +96.9% | +40.9% |
| YTD | +7.1% | -43.1% | +50.3% | +6.8% |
| 1Y | -0.8% | -53.5% | +52.7% | -1.2% |
| 3Y | +85.0% | -59.8% | +144.8% | +85.3% |
| All | +206.1% | -93.2% | +299.3% | +219.9% |
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