+38.4%
CP vs NIO
-60.1%
+98.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.2% |
| 7D | +2.1% | -14.5% | +16.6% | +3.2% |
| 30D | +9.3% | -15.0% | +24.3% | +10.4% |
| 3M | +0.5% | -35.6% | +36.0% | +3.3% |
| 6M | +10.4% | -55.7% | +66.1% | +16.2% |
| YTD | +28.7% | -43.1% | +71.8% | +32.4% |
| 1Y | +33.2% | -53.5% | +86.7% | +38.9% |
| 3Y | +38.4% | -59.8% | +98.3% | +41.7% |
| All | +38.4% | -60.1% | +98.5% | +41.7% |
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 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