-13.4%
CTSH vs NI
+111.3%
-124.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -2.1% | +0.6% | -2.6% | -2.2% |
| 30D | +8.0% | +11.2% | -3.3% | +5.0% |
| 3M | +10.6% | +9.2% | +1.4% | +8.0% |
| 6M | +32.5% | -1.8% | +34.4% | +32.9% |
| YTD | -21.0% | +12.0% | -33.0% | -24.5% |
| 1Y | -9.9% | +6.4% | -16.4% | -12.5% |
| 3Y | +3.1% | +99.4% | -96.2% | -21.5% |
| 5Y | -13.4% | +113.1% | -126.5% | -39.7% |
| All | -13.4% | +111.3% | -124.8% | -39.7% |
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