-90.6%
NIO vs CAPR
+84.7%
-175.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.6% |
| 7D | -13.0% | -2.0% | -11.1% | -13.0% |
| 30D | -18.3% | +139.2% | -157.5% | -19.4% |
| 3M | -33.2% | -66.4% | +33.2% | -32.8% |
| 6M | -21.5% | -63.1% | +41.6% | -21.2% |
| YTD | -25.5% | -67.4% | +41.9% | -25.1% |
| 1Y | -38.0% | +58.2% | -96.3% | -42.4% |
| 3Y | -65.5% | +42.2% | -107.7% | -75.1% |
| All | -90.6% | +84.7% | -175.3% | -95.2% |
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