-53.9%
NIO vs CAI
+12.6%
-66.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.4% |
| 7D | -0.6% | -6.3% | +5.7% | -0.5% |
| 30D | -3.5% | +9.3% | -12.8% | -3.6% |
| 3M | -30.7% | +106.3% | -137.0% | -29.6% |
| 6M | -45.6% | +77.7% | -123.4% | -44.5% |
| YTD | -35.3% | +23.1% | -58.4% | -36.5% |
| 1Y | -53.9% | +6.5% | -60.5% | -55.2% |
| All | -53.9% | +12.6% | -66.5% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling