+11.1%
NIO vs CAI
-7.1%
+18.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | -13.0% | -2.2% | -10.9% | -13.0% |
| 30D | -18.3% | +52.4% | -70.7% | -17.6% |
| 3M | -33.2% | +45.1% | -78.3% | -32.7% |
| 6M | -21.5% | +26.2% | -47.7% | -20.9% |
| YTD | -25.5% | -7.1% | -18.4% | -25.0% |
| 1Y | -38.0% | -31.0% | -7.0% | -37.2% |
| All | +11.1% | -7.1% | +18.3% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling