-62.3%
NIO vs CHD
+4.0%
-66.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | -0.5% |
| 7D | -6.7% | -2.9% | -3.7% | -7.0% |
| 30D | -20.0% | -6.2% | -13.8% | -20.5% |
| 3M | -30.5% | +1.6% | -32.0% | -30.3% |
| 6M | -20.7% | -3.5% | -17.2% | -20.7% |
| YTD | -25.7% | +16.2% | -41.9% | -24.5% |
| 1Y | -38.6% | +3.4% | -42.0% | -38.0% |
| 3Y | -62.3% | +4.6% | -66.9% | -62.0% |
| All | -62.3% | +4.0% | -66.2% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling