+251.0%
CVE vs NIO
-43.5%
+294.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -1.1% |
| 7D | -16.1% | +5.6% | -21.7% | -16.6% |
| 30D | -10.4% | -4.2% | -6.1% | -10.1% |
| 3M | -2.4% | -26.3% | +23.9% | +0.2% |
| 6M | -4.4% | -42.5% | +38.1% | +0.3% |
| YTD | +64.9% | -33.5% | +98.5% | +69.5% |
| 1Y | +66.0% | -52.7% | +118.7% | +76.0% |
| 3Y | +57.7% | -57.5% | +115.1% | +62.4% |
| 5Y | +144.7% | -92.0% | +236.7% | +179.2% |
| All | +251.0% | -43.5% | +294.5% | +207.7% |
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