-53.9%
NIO vs CPB
-18.4%
-35.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.9% | -2.5% | +4.0% |
| 7D | -0.6% | +13.0% | -13.6% | +0.7% |
| 30D | -3.5% | +20.5% | -24.0% | -1.4% |
| 3M | -30.7% | +2.2% | -32.9% | -30.5% |
| 6M | -45.6% | +15.4% | -61.0% | -44.7% |
| YTD | -35.3% | -12.3% | -23.0% | -33.1% |
| 1Y | -53.9% | -18.0% | -35.9% | -52.4% |
| All | -53.9% | -18.4% | -35.5% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling