-59.8%
NIO vs CRL
+97.9%
-157.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.8% |
| 7D | -14.5% | +0.1% | -14.6% | -14.5% |
| 30D | -15.0% | +11.9% | -26.9% | -16.9% |
| 3M | -35.6% | +20.2% | -55.7% | -37.9% |
| 6M | -55.7% | +107.5% | -163.2% | -61.8% |
| YTD | -43.1% | +69.4% | -112.6% | -49.5% |
| 1Y | -53.5% | +99.7% | -153.3% | -60.6% |
| 3Y | -59.8% | +98.8% | -158.6% | -68.7% |
| All | -59.8% | +97.9% | -157.7% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling