-91.6%
NIO vs CLBK
+28.0%
-119.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.2% |
| 7D | +6.9% | +1.8% | +5.1% | +6.5% |
| 30D | -4.7% | +5.1% | -9.8% | -5.7% |
| 3M | -28.1% | +5.2% | -33.2% | -29.0% |
| 6M | -41.7% | +28.6% | -70.3% | -45.2% |
| YTD | -33.1% | +61.4% | -94.5% | -40.7% |
| 1Y | -50.3% | +64.7% | -115.0% | -56.3% |
| 3Y | -54.4% | +55.1% | -109.5% | -60.5% |
| 5Y | -91.6% | +28.4% | -120.0% | -92.3% |
| All | -91.6% | +28.0% | -119.6% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling