+168.1%
CVX vs NIO
-51.7%
+219.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.6% | +1.9% |
| 7D | +3.4% | -14.5% | +17.9% | +4.3% |
| 30D | -1.0% | -15.0% | +14.0% | -0.2% |
| 3M | +12.2% | -35.6% | +47.8% | +14.7% |
| 6M | +20.3% | -55.7% | +76.0% | +25.4% |
| YTD | +48.3% | -43.1% | +91.4% | +51.7% |
| 1Y | +46.9% | -53.5% | +100.4% | +52.0% |
| 3Y | +73.1% | -59.8% | +132.9% | +76.1% |
| 5Y | +135.2% | -93.2% | +228.4% | +156.9% |
| All | +168.1% | -51.7% | +219.7% | +135.9% |
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 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