-42.6%
NIO vs CLBK
+52.4%
-94.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -6.7% | +1.1% | -7.8% | -7.0% |
| 30D | -20.0% | +7.8% | -27.8% | -21.8% |
| 3M | -30.5% | +23.9% | -54.3% | -34.7% |
| 6M | -20.7% | +42.3% | -63.0% | -28.7% |
| YTD | -25.7% | +65.4% | -91.1% | -36.4% |
| 1Y | -38.6% | +70.3% | -108.9% | -48.2% |
| 3Y | -62.3% | +54.5% | -116.7% | -68.2% |
| 5Y | -90.1% | +43.1% | -133.2% | -91.7% |
| All | -42.6% | +52.4% | -94.9% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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