+9.7%
CRM vs NIO
-65.5%
+75.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.4% |
| 7D | -8.1% | -7.3% | -0.9% | -7.9% |
| 30D | +23.1% | -22.5% | +45.6% | +24.1% |
| 3M | +42.5% | -30.9% | +73.4% | +44.3% |
| 6M | +25.3% | -37.2% | +62.5% | +27.0% |
| YTD | -7.8% | -29.8% | +22.0% | -7.0% |
| 1Y | +1.0% | -37.4% | +38.4% | +2.2% |
| All | +9.7% | -65.5% | +75.3% | +11.3% |
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