+312.0%
CVE vs NIO
-36.7%
+348.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | +2.5% | -13.0% | +15.5% | +3.8% |
| 30D | +16.7% | -18.3% | +35.0% | +18.9% |
| 3M | +9.3% | -33.2% | +42.5% | +13.4% |
| 6M | +43.6% | -21.5% | +65.1% | +45.7% |
| YTD | +93.6% | -25.5% | +119.1% | +97.2% |
| 1Y | +98.8% | -38.0% | +136.8% | +104.9% |
| 3Y | +73.6% | -65.5% | +139.0% | +82.0% |
| 5Y | +312.5% | -90.6% | +403.1% | +363.8% |
| All | +312.0% | -36.7% | +348.6% | +257.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling