-64.2%
NIO vs CNI
+19.3%
-83.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -1.9% |
| 7D | -4.1% | +0.9% | -5.0% | -4.6% |
| 30D | -23.2% | -2.1% | -21.1% | -22.2% |
| 3M | -29.9% | +1.8% | -31.7% | -31.0% |
| 6M | -25.1% | +14.8% | -39.9% | -32.5% |
| YTD | -27.5% | +25.4% | -52.8% | -39.1% |
| 1Y | -41.1% | +32.9% | -74.0% | -52.8% |
| All | -64.2% | +19.3% | -83.5% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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