+110.7%
CSCO vs NIO
-58.0%
+168.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.9% | +7.1% | +1.6% |
| 7D | +6.6% | -4.7% | +11.3% | +6.8% |
| 30D | -11.3% | -14.3% | +3.0% | -10.6% |
| 3M | -17.3% | -32.8% | +15.5% | -15.6% |
| 6M | +3.5% | -49.8% | +53.4% | +7.0% |
| YTD | +34.9% | -40.2% | +75.1% | +37.8% |
| 1Y | +40.5% | -52.7% | +93.2% | +44.9% |
| All | +110.7% | -58.0% | +168.7% | +108.3% |
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