-48.6%
NIO vs CAPR
-22.4%
-26.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.7% | +1.3% | +5.8% |
| 7D | +5.6% | +41.1% | -35.5% | +4.7% |
| 30D | -4.2% | +11.1% | -15.3% | -4.6% |
| 3M | -26.3% | +115.3% | -141.6% | -28.2% |
| 6M | -42.5% | -73.8% | +31.3% | -41.7% |
| YTD | -33.5% | -68.8% | +35.3% | -33.0% |
| 1Y | -52.7% | +43.3% | -96.0% | -57.2% |
| 3Y | -57.5% | +214.7% | -272.2% | -66.1% |
| 5Y | -92.0% | +141.3% | -233.3% | -93.7% |
| All | -48.6% | -22.4% | -26.2% | -71.0% |
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