+105.2%
CTVA vs NIO
-90.3%
+195.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -2.1% | -6.7% | +4.6% | -1.7% |
| 30D | +12.0% | -20.0% | +32.1% | +13.6% |
| 3M | +13.5% | -30.5% | +43.9% | +16.0% |
| 6M | +12.1% | -20.7% | +32.8% | +13.1% |
| YTD | +29.0% | -25.7% | +54.7% | +30.5% |
| 1Y | +18.9% | -38.6% | +57.4% | +21.3% |
| 3Y | +78.9% | -62.3% | +141.1% | +82.6% |
| 5Y | +105.2% | -90.1% | +195.3% | +122.5% |
| All | +105.2% | -90.3% | +195.6% | +122.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling