+143.0%
CP vs NIO
-45.3%
+188.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.6% | 0.0% |
| 7D | +2.8% | +2.8% | 0.0% | +2.6% |
| 30D | +11.0% | -8.4% | +19.4% | +11.6% |
| 3M | +3.8% | -32.0% | +35.8% | +6.2% |
| 6M | +9.5% | -43.9% | +53.4% | +13.0% |
| YTD | +28.2% | -35.7% | +63.9% | +30.8% |
| 1Y | +33.0% | -51.1% | +84.1% | +37.8% |
| 3Y | +35.5% | -54.7% | +90.2% | +37.5% |
| 5Y | +25.8% | -91.7% | +117.5% | +35.2% |
| All | +143.0% | -45.3% | +188.4% | +125.6% |
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