+801.2%
CRS vs NIO
-38.3%
+839.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | -0.5% | -4.1% | +3.6% | 0.0% |
| 30D | -18.1% | -23.2% | +5.1% | -15.3% |
| 3M | -12.4% | -29.9% | +17.5% | -8.4% |
| 6M | +15.9% | -25.1% | +41.0% | +19.5% |
| YTD | +45.8% | -27.5% | +73.3% | +50.7% |
| 1Y | +87.8% | -41.1% | +128.8% | +97.8% |
| 3Y | +648.7% | -63.1% | +711.9% | +694.1% |
| 5Y | +1,416.6% | -90.4% | +1,507.0% | +1,679.3% |
| All | +801.2% | -38.3% | +839.5% | +677.5% |
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