-90.6%
NIO vs CRL
-35.5%
-55.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.0% |
| 7D | -13.0% | -1.0% | -12.0% | -12.8% |
| 30D | -18.3% | +10.7% | -28.9% | -21.4% |
| 3M | -33.2% | +55.3% | -88.5% | -44.1% |
| 6M | -21.5% | +60.7% | -82.1% | -36.5% |
| YTD | -25.5% | +44.6% | -70.1% | -37.8% |
| 1Y | -38.0% | +77.7% | -115.8% | -53.5% |
| 3Y | -65.5% | +37.6% | -103.1% | -72.4% |
| All | -90.6% | -35.5% | -55.1% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling