-51.1%
NIO vs CRL
+106.9%
-158.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.1% | -1.7% | -3.8% |
| 7D | +2.8% | -1.7% | +4.5% | +2.5% |
| 30D | -8.4% | +14.6% | -23.0% | -7.9% |
| 3M | -32.0% | +24.8% | -56.8% | -31.3% |
| 6M | -43.9% | +94.7% | -138.6% | -41.5% |
| YTD | -35.7% | +73.4% | -109.0% | -36.2% |
| 1Y | -51.1% | +104.7% | -155.8% | -52.0% |
| All | -51.1% | +106.9% | -158.0% | -52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling