-57.8%
NIO vs CNI
+22.0%
-79.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.0% | -6.0% |
| 7D | -4.7% | +1.0% | -5.7% | -5.3% |
| 30D | -14.3% | +7.5% | -21.8% | -17.7% |
| 3M | -32.8% | +1.7% | -34.5% | -33.5% |
| 6M | -49.8% | +15.4% | -65.3% | -54.0% |
| YTD | -40.2% | +31.5% | -71.7% | -50.6% |
| 1Y | -52.7% | +32.8% | -85.5% | -61.2% |
| All | -57.8% | +22.0% | -79.7% | -62.4% |
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