-2.8%
CTSH vs NIO
-45.3%
+42.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +2.4% |
| 7D | +1.8% | +2.8% | -1.0% | +1.6% |
| 30D | +9.8% | -8.4% | +18.2% | +10.3% |
| 3M | +12.1% | -32.0% | +44.1% | +14.7% |
| 6M | +27.4% | -43.9% | +71.3% | +31.7% |
| YTD | -20.3% | -35.7% | +15.4% | -18.7% |
| 1Y | -8.8% | -51.1% | +42.3% | -5.3% |
| 3Y | +4.0% | -54.7% | +58.7% | +5.4% |
| 5Y | -12.2% | -91.7% | +79.5% | -4.8% |
| All | -2.8% | -45.3% | +42.5% | -9.1% |
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