+205.4%
CTVA vs NIO
-18.6%
+224.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | -8.7% | -6.6% | -2.1% | -8.4% |
| 3M | +6.4% | -29.9% | +36.3% | +8.3% |
| 6M | -1.9% | -46.6% | +44.7% | +1.2% |
| YTD | +21.5% | -36.5% | +58.0% | +23.7% |
| 1Y | +24.3% | -51.1% | +75.4% | +28.2% |
| 3Y | +91.8% | -55.2% | +147.1% | +94.1% |
| 5Y | +78.4% | -92.3% | +170.7% | +90.4% |
| All | +205.4% | -18.6% | +224.0% | +214.3% |
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 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