+364.8%
CTAS vs NIO
-46.0%
+410.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -0.8% | -1.8% | +1.0% | -0.7% |
| 30D | +10.7% | -6.6% | +17.4% | +11.1% |
| 3M | +11.0% | -29.9% | +40.9% | +13.0% |
| 6M | +38.7% | -46.6% | +85.4% | +43.1% |
| YTD | +21.8% | -36.5% | +58.2% | +24.0% |
| 1Y | +23.6% | -51.1% | +74.7% | +27.6% |
| 3Y | +74.9% | -55.2% | +130.2% | +76.8% |
| 5Y | +119.5% | -92.3% | +211.8% | +138.4% |
| All | +364.8% | -46.0% | +410.8% | +316.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling