-5.3%
CTSH vs NIO
-51.7%
+46.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | -2.1% | -14.5% | +12.3% | -1.2% |
| 30D | +1.4% | -15.0% | +16.3% | +2.4% |
| 3M | +7.5% | -35.6% | +43.0% | +10.3% |
| 6M | +39.6% | -55.7% | +95.2% | +46.5% |
| YTD | -22.3% | -43.1% | +20.8% | -20.2% |
| 1Y | -12.0% | -53.5% | +41.6% | -8.4% |
| 3Y | +1.8% | -59.8% | +61.6% | +3.9% |
| 5Y | -15.8% | -93.2% | +77.4% | -7.7% |
| All | -5.3% | -51.7% | +46.4% | -10.8% |
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