+124.0%
COST vs NIO
-92.1%
+216.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.2% |
| 6M | +9.2% | -46.6% | +55.8% | +12.2% |
| YTD | +26.9% | -36.5% | +63.3% | +28.8% |
| 1Y | +19.7% | -51.1% | +70.8% | +23.2% |
| 3Y | +96.0% | -55.2% | +151.3% | +98.0% |
| 5Y | +124.0% | -92.3% | +216.4% | +147.0% |
| All | +124.0% | -92.1% | +216.1% | +147.0% |
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 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