+320.2%
CVE vs NIO
-90.7%
+410.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | +2.5% | -13.0% | +15.5% | +3.9% |
| 30D | +16.7% | -18.3% | +35.0% | +19.0% |
| 3M | +9.3% | -33.2% | +42.5% | +13.7% |
| 6M | +43.6% | -21.5% | +65.1% | +45.7% |
| YTD | +93.6% | -25.5% | +119.1% | +97.3% |
| 1Y | +98.8% | -38.0% | +136.8% | +105.3% |
| 3Y | +73.6% | -65.5% | +139.0% | +82.7% |
| All | +320.2% | -90.7% | +410.8% | +432.8% |
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