+230.8%
CORZ vs NIO
-50.8%
+281.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.0% | -7.8% | -10.2% |
| 7D | -21.1% | -3.6% | -17.5% | -20.5% |
| 30D | -31.8% | -8.0% | -23.7% | -30.5% |
| 3M | -47.7% | -31.2% | -16.5% | -43.9% |
| 6M | -48.7% | -45.8% | -3.0% | -42.6% |
| YTD | -21.8% | -37.3% | +15.4% | -15.3% |
| 1Y | -47.8% | -56.1% | +8.3% | -40.2% |
| All | +230.8% | -50.8% | +281.6% | +254.3% |
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