-92.3%
NIO vs CAPR
+219.7%
-312.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +26.5% | -27.7% | -1.6% |
| 7D | -1.8% | +25.8% | -27.6% | -2.2% |
| 30D | -6.6% | +50.2% | -56.8% | -7.3% |
| 3M | -29.9% | +185.5% | -215.4% | -31.1% |
| 6M | -46.6% | -64.8% | +18.2% | -46.4% |
| YTD | -36.5% | -61.1% | +24.7% | -36.4% |
| 1Y | -51.1% | +81.0% | -132.1% | -54.2% |
| 3Y | -55.2% | +300.7% | -356.0% | -73.0% |
| 5Y | -92.3% | +223.3% | -315.7% | -96.2% |
| All | -92.3% | +219.7% | -312.0% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling