+73.6%
CTAS vs NIO
-60.1%
+133.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | -0.3% |
| 7D | +2.0% | -14.5% | +16.4% | +2.0% |
| 30D | +8.7% | -15.0% | +23.6% | +8.7% |
| 3M | +13.3% | -35.6% | +48.8% | +13.4% |
| 6M | +39.4% | -55.7% | +95.0% | +39.8% |
| YTD | +21.5% | -43.1% | +64.6% | +21.7% |
| 1Y | +21.9% | -53.5% | +75.4% | +22.2% |
| 3Y | +73.6% | -59.8% | +133.5% | +78.1% |
| All | +73.6% | -60.1% | +133.8% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling