-42.4%
NIO vs CHD
+84.2%
-126.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | -13.0% | -2.7% | -10.4% | -13.2% |
| 30D | -18.3% | -4.6% | -13.7% | -18.5% |
| 3M | -33.2% | +5.0% | -38.2% | -32.9% |
| 6M | -21.5% | -3.2% | -18.3% | -21.5% |
| YTD | -25.5% | +18.6% | -44.1% | -24.5% |
| 1Y | -38.0% | +4.8% | -42.8% | -37.6% |
| 3Y | -65.5% | +6.1% | -71.6% | -65.2% |
| 5Y | -90.6% | +24.0% | -114.6% | -90.4% |
| All | -42.4% | +84.2% | -126.6% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling