-52.7%
NIO vs CRL
+101.2%
-153.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.8% | -1.9% | +6.0% |
| 7D | +5.6% | -6.1% | +11.7% | +5.2% |
| 30D | -4.2% | +12.4% | -16.6% | -3.9% |
| 3M | -26.3% | +27.1% | -53.4% | -25.5% |
| 6M | -42.5% | +85.7% | -128.3% | -40.3% |
| YTD | -33.5% | +69.2% | -102.7% | -34.3% |
| 1Y | -52.7% | +97.5% | -150.2% | -54.0% |
| All | -52.7% | +101.2% | -153.9% | -54.0% |
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