+154.3%
CVX vs NIO
-36.7%
+191.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +3.3% | -13.0% | +16.4% | +4.1% |
| 30D | +12.9% | -18.3% | +31.2% | +14.1% |
| 3M | +11.7% | -33.2% | +44.9% | +14.1% |
| 6M | +14.1% | -21.5% | +35.6% | +15.0% |
| YTD | +40.7% | -25.5% | +66.2% | +42.1% |
| 1Y | +37.5% | -38.0% | +75.5% | +39.9% |
| 3Y | +43.9% | -65.5% | +109.4% | +47.7% |
| 5Y | +161.5% | -90.6% | +252.0% | +180.3% |
| All | +154.3% | -36.7% | +191.0% | +120.8% |
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