+34.6%
CP vs NIO
-54.3%
+88.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.6% | -1.9% |
| 7D | +2.8% | +5.6% | -2.8% | +2.6% |
| 30D | +10.2% | -4.2% | +14.4% | +10.3% |
| 3M | +2.4% | -26.3% | +28.7% | +3.3% |
| 6M | +7.7% | -42.5% | +50.2% | +9.3% |
| YTD | +26.0% | -33.5% | +59.5% | +26.0% |
| 1Y | +34.6% | -52.7% | +87.3% | +33.5% |
| All | +34.6% | -54.3% | +88.9% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling