+399.6%
COST vs NIO
-46.0%
+445.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +3.9% | -1.8% | +5.7% | +4.0% |
| 30D | +13.5% | -6.6% | +20.2% | +13.8% |
| 3M | +15.3% | -29.9% | +45.2% | +16.9% |
| 6M | +9.2% | -46.6% | +55.8% | +11.7% |
| YTD | +26.9% | -36.5% | +63.3% | +28.5% |
| 1Y | +19.7% | -51.1% | +70.8% | +22.6% |
| 3Y | +96.0% | -55.2% | +151.3% | +97.6% |
| 5Y | +124.0% | -92.3% | +216.4% | +136.6% |
| All | +399.6% | -46.0% | +445.6% | +382.0% |
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