-42.4%
NIO vs CPAY
+91.6%
-134.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -13.0% | +2.1% | -15.1% | -14.0% |
| 30D | -18.3% | +5.5% | -23.8% | -20.7% |
| 3M | -33.2% | +16.6% | -49.8% | -38.7% |
| 6M | -21.5% | +26.7% | -48.2% | -31.7% |
| YTD | -25.5% | +38.4% | -63.9% | -39.0% |
| 1Y | -38.0% | +30.1% | -68.1% | -47.9% |
| 3Y | -65.5% | +52.6% | -118.0% | -75.1% |
| 5Y | -90.6% | +59.0% | -149.6% | -93.4% |
| All | -42.4% | +91.6% | -134.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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