-56.1%
NIO vs CAPR
-17.8%
-38.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.9% | +2.0% | -4.7% |
| 7D | -14.5% | +5.9% | -20.3% | -14.7% |
| 30D | -15.0% | +44.6% | -59.6% | -15.9% |
| 3M | -35.6% | +126.4% | -161.9% | -37.3% |
| 6M | -55.7% | -68.6% | +12.9% | -55.3% |
| YTD | -43.1% | -67.0% | +23.8% | -42.8% |
| 1Y | -53.5% | +65.2% | -118.7% | -58.3% |
| 3Y | -59.8% | +235.6% | -295.4% | -68.0% |
| 5Y | -93.2% | +175.4% | -268.6% | -94.7% |
| All | -56.1% | -17.8% | -38.2% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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