+243.5%
CRH vs NIO
-38.5%
+282.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.7% |
| 7D | -6.1% | -2.9% | -3.2% | -5.8% |
| 30D | -9.3% | -18.7% | +9.5% | -7.6% |
| 3M | -15.2% | -29.4% | +14.3% | -12.7% |
| 6M | -14.2% | -32.5% | +18.3% | -11.6% |
| YTD | -28.3% | -27.6% | -0.6% | -26.7% |
| 1Y | -21.8% | -39.2% | +17.4% | -19.2% |
| 3Y | +71.6% | -64.3% | +135.9% | +78.6% |
| 5Y | +96.6% | -90.3% | +186.9% | +116.4% |
| All | +243.5% | -38.5% | +282.0% | +210.1% |
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