-11.2%
CTSH vs NLY
+64.2%
-75.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | -3.7% | -4.0% | +0.3% | -2.3% |
| 30D | +3.7% | -5.2% | +8.9% | +5.7% |
| 3M | +17.9% | +2.8% | +15.1% | +16.5% |
| 6M | -2.6% | +4.2% | -6.8% | -4.5% |
| YTD | -26.4% | +4.7% | -31.1% | -28.1% |
| 1Y | -13.0% | +12.7% | -25.8% | -17.7% |
| 3Y | -11.2% | +62.5% | -73.8% | -27.0% |
| All | -11.2% | +64.2% | -75.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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