-17.1%
CTSH vs NI
+95.2%
-112.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.7% |
| 7D | -8.2% | +1.3% | -9.5% | -8.5% |
| 30D | +0.4% | -0.3% | +0.7% | +0.4% |
| 3M | +10.6% | -9.5% | +20.0% | +13.3% |
| 6M | -8.8% | -10.2% | +1.4% | -6.6% |
| YTD | -28.6% | +1.8% | -30.4% | -30.0% |
| 1Y | -15.9% | +5.7% | -21.6% | -18.9% |
| 3Y | -13.9% | +69.6% | -83.5% | -30.7% |
| 5Y | -17.1% | +95.8% | -112.9% | -37.7% |
| All | -17.1% | +95.2% | -112.2% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling