+679.2%
CRS vs NIO
-62.6%
+741.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +1.9% |
| 7D | -0.2% | -13.0% | +12.8% | +1.5% |
| 30D | -16.6% | -18.3% | +1.6% | -14.5% |
| 3M | -3.5% | -33.2% | +29.7% | +1.4% |
| 6M | +15.4% | -21.5% | +36.9% | +18.4% |
| YTD | +51.2% | -25.5% | +76.7% | +55.7% |
| 1Y | +98.3% | -38.0% | +136.3% | +107.0% |
| All | +679.2% | -62.6% | +741.8% | +691.2% |
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 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