+153.0%
CSCO vs NIO
-43.5%
+196.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.9% | -7.9% | -2.3% |
| 7D | -10.2% | +5.6% | -15.8% | -10.5% |
| 30D | -20.1% | -4.2% | -15.8% | -19.9% |
| 3M | -22.1% | -26.3% | +4.2% | -20.9% |
| 6M | +3.2% | -42.5% | +45.7% | +6.0% |
| YTD | +24.1% | -33.5% | +57.6% | +26.2% |
| 1Y | +34.6% | -52.7% | +87.2% | +39.0% |
| 3Y | +90.0% | -57.5% | +147.5% | +93.1% |
| 5Y | +88.6% | -92.0% | +180.6% | +101.0% |
| All | +153.0% | -43.5% | +196.5% | +132.1% |
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 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