-42.4%
NIO vs CPB
-28.6%
-13.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.5% |
| 7D | -13.0% | -8.6% | -4.5% | -13.0% |
| 30D | -18.3% | -7.2% | -11.0% | -18.2% |
| 3M | -33.2% | +0.9% | -34.1% | -33.3% |
| 6M | -21.5% | -11.8% | -9.7% | -21.2% |
| YTD | -25.5% | -19.4% | -6.1% | -24.9% |
| 1Y | -38.0% | -30.4% | -7.6% | -37.2% |
| 3Y | -65.5% | -40.2% | -25.3% | -65.0% |
| 5Y | -90.6% | -39.5% | -51.1% | -90.5% |
| All | -42.4% | -28.6% | -13.8% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling