-5.3%
NIO vs CAI
-9.3%
+4.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.2% |
| 7D | -1.8% | -26.3% | +24.5% | -1.2% |
| 30D | -6.6% | -17.5% | +10.9% | -6.1% |
| 3M | -29.9% | +5.8% | -35.7% | -29.4% |
| 6M | -46.6% | +53.6% | -100.3% | -45.8% |
| YTD | -36.5% | -9.2% | -27.2% | -35.8% |
| 1Y | -51.1% | -2.7% | -48.5% | -50.6% |
| All | -5.3% | -9.3% | +4.0% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling