+106.2%
COST vs NIO
-90.3%
+196.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -3.2% | -6.7% | +3.5% | -2.8% |
| 30D | -4.0% | -20.0% | +16.1% | -2.9% |
| 3M | -6.5% | -30.5% | +24.0% | -4.9% |
| 6M | -8.5% | -20.7% | +12.2% | -7.9% |
| YTD | +6.0% | -25.7% | +31.7% | +7.0% |
| 1Y | -5.8% | -38.6% | +32.8% | -4.2% |
| 3Y | +71.8% | -62.3% | +134.1% | +76.4% |
| 5Y | +106.2% | -90.1% | +196.3% | +127.1% |
| All | +106.2% | -90.3% | +196.6% | +127.1% |
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