-62.2%
NIO vs ZCMD
-100.0%
+37.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.7% | +2.2% | -1.5% |
| 7D | -13.0% | -8.0% | -5.0% | -13.0% |
| 30D | -18.3% | -27.9% | +9.6% | -18.1% |
| 3M | -33.2% | -74.6% | +41.4% | -33.6% |
| 6M | -21.5% | -99.5% | +78.0% | -19.2% |
| YTD | -25.5% | -99.7% | +74.3% | -22.9% |
| 1Y | -38.0% | -99.9% | +61.9% | -35.5% |
| All | -62.2% | -100.0% | +37.8% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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