+63.1%
CVE vs NIO
-60.9%
+124.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.4% | -11.1% | -8.0% |
| 7D | -12.1% | -0.6% | -11.5% | -12.1% |
| 30D | -9.8% | -3.5% | -6.3% | -9.6% |
| 3M | -0.7% | -30.7% | +30.0% | +2.6% |
| 6M | -4.3% | -45.6% | +41.3% | +1.0% |
| YTD | +70.6% | -35.3% | +105.9% | +75.6% |
| 1Y | +73.2% | -53.9% | +127.1% | +84.9% |
| All | +63.1% | -60.9% | +124.0% | +69.9% |
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