-55.1%
NIO vs CPB
-36.4%
-18.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -1.8% | -4.1% | +2.3% | -1.9% |
| 30D | -6.6% | +16.9% | -23.6% | -6.4% |
| 3M | -29.9% | -0.6% | -29.3% | -29.8% |
| 6M | -46.6% | +11.4% | -58.0% | -46.7% |
| YTD | -36.5% | -14.8% | -21.6% | -35.5% |
| 1Y | -51.1% | -24.8% | -26.4% | -50.0% |
| All | -55.1% | -36.4% | -18.7% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling