-50.3%
NIO vs CRL
+170.5%
-220.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -2.9% |
| 7D | +2.8% | -1.7% | +4.5% | +3.3% |
| 30D | -8.4% | +14.6% | -23.0% | -14.5% |
| 3M | -32.0% | +24.8% | -56.8% | -39.2% |
| 6M | -43.9% | +94.7% | -138.6% | -60.0% |
| YTD | -35.7% | +73.4% | -109.0% | -53.0% |
| 1Y | -51.1% | +104.7% | -155.8% | -67.4% |
| 3Y | -54.7% | +101.1% | -155.8% | -72.9% |
| 5Y | -91.7% | -10.8% | -80.9% | -92.0% |
| All | -50.3% | +170.5% | -220.8% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling