+484.8%
CRS vs NIO
-45.3%
+530.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -2.1% |
| 7D | +0.2% | +2.8% | -2.6% | -0.2% |
| 30D | -22.9% | -8.4% | -14.5% | -22.0% |
| 3M | -46.8% | -32.0% | -14.9% | -44.2% |
| 6M | -30.4% | -43.9% | +13.5% | -25.3% |
| YTD | -5.4% | -35.7% | +30.3% | -0.7% |
| 1Y | -9.0% | -51.1% | +42.1% | -1.3% |
| 3Y | +352.2% | -54.7% | +406.8% | +368.8% |
| 5Y | +852.2% | -91.7% | +944.0% | +1,039.2% |
| All | +484.8% | -45.3% | +530.2% | +412.2% |
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