+143.0%
CP vs NIO
-46.0%
+189.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -0.7% | -1.8% | +1.1% | -0.6% |
| 30D | +9.6% | -6.6% | +16.3% | +10.0% |
| 3M | +2.2% | -29.9% | +32.1% | +4.4% |
| 6M | +11.1% | -46.6% | +57.7% | +15.1% |
| YTD | +28.2% | -36.5% | +64.6% | +30.9% |
| 1Y | +32.2% | -51.1% | +83.3% | +37.0% |
| 3Y | +35.5% | -55.2% | +90.8% | +37.6% |
| 5Y | +26.8% | -92.3% | +119.1% | +36.8% |
| All | +143.0% | -46.0% | +189.0% | +125.7% |
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