+145.1%
CP vs NIO
-49.2%
+194.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.7% | +1.2% |
| 7D | +0.9% | -4.7% | +5.6% | +1.2% |
| 30D | +10.3% | -14.3% | +24.7% | +11.3% |
| 3M | +2.3% | -32.8% | +35.1% | +4.7% |
| 6M | +10.7% | -49.8% | +60.5% | +15.1% |
| YTD | +29.3% | -40.2% | +69.5% | +32.5% |
| 1Y | +31.5% | -52.7% | +84.2% | +36.5% |
| 3Y | +36.7% | -57.9% | +94.6% | +39.3% |
| 5Y | +26.8% | -92.9% | +119.6% | +37.4% |
| All | +145.1% | -49.2% | +194.3% | +128.5% |
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