-42.4%
NIO vs CAPR
-19.0%
-23.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.4% |
| 3M | -33.2% | -66.4% | +33.2% | -32.6% |
| 6M | -21.5% | -63.1% | +41.6% | -21.0% |
| YTD | -25.5% | -67.4% | +41.9% | -24.9% |
| 1Y | -38.0% | +58.2% | -96.3% | -44.3% |
| 3Y | -65.5% | +42.2% | -107.7% | -71.2% |
| 5Y | -90.6% | +87.3% | -177.8% | -92.5% |
| All | -42.4% | -19.0% | -23.5% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling