-48.3%
NIO vs CHD
+108.0%
-156.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.7% |
| 7D | +6.9% | +0.8% | +6.1% | +7.0% |
| 30D | -4.7% | +13.5% | -18.2% | -3.8% |
| 3M | -28.1% | +8.1% | -36.2% | -27.6% |
| 6M | -41.7% | +19.9% | -61.6% | -40.8% |
| YTD | -33.1% | +34.0% | -67.1% | -31.6% |
| 1Y | -50.3% | +29.8% | -80.1% | -49.2% |
| 3Y | -54.4% | +28.7% | -83.1% | -53.3% |
| 5Y | -91.6% | +31.8% | -123.4% | -91.5% |
| All | -48.3% | +108.0% | -156.3% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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