-3.9%
CRM vs NIO
-90.7%
+86.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.1% |
| 7D | -8.1% | -7.3% | -0.9% | -7.2% |
| 30D | +23.1% | -22.5% | +45.6% | +26.9% |
| 3M | +42.5% | -30.9% | +73.4% | +48.9% |
| 6M | +25.3% | -37.2% | +62.5% | +31.6% |
| YTD | -7.8% | -29.8% | +22.0% | -5.1% |
| 1Y | +1.0% | -37.4% | +38.4% | +4.9% |
| 3Y | +10.0% | -64.3% | +74.3% | +17.9% |
| 5Y | -3.9% | -90.6% | +86.7% | +24.1% |
| All | -3.9% | -90.7% | +86.8% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling