-42.4%
NIO vs CLBK
+53.3%
-95.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -13.0% | +1.2% | -14.3% | -13.3% |
| 30D | -18.3% | +9.1% | -27.4% | -20.4% |
| 3M | -33.2% | +27.7% | -60.9% | -37.9% |
| 6M | -21.5% | +40.8% | -62.3% | -29.2% |
| YTD | -25.5% | +66.4% | -91.9% | -36.3% |
| 1Y | -38.0% | +72.4% | -110.4% | -47.9% |
| 3Y | -65.5% | +50.7% | -116.1% | -70.6% |
| 5Y | -90.6% | +42.9% | -133.5% | -92.1% |
| All | -42.4% | +53.3% | -95.7% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling