+31.9%
CP vs NIO
-56.4%
+88.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +2.0% |
| 7D | +2.8% | +6.9% | -4.1% | +2.3% |
| 30D | +11.3% | -4.7% | +16.1% | +11.6% |
| 3M | +2.9% | -28.1% | +30.9% | +5.0% |
| 6M | +9.8% | -41.7% | +51.5% | +13.5% |
| YTD | +28.5% | -33.1% | +61.7% | +30.9% |
| 1Y | +33.5% | -50.3% | +83.8% | +38.9% |
| 3Y | +31.9% | -54.4% | +86.3% | +33.4% |
| All | +31.9% | -56.4% | +88.3% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling