+37.1%
CTSH vs NOC
+163.6%
-126.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.1% | +4.9% | -6.9% | -3.5% |
| 30D | +8.0% | +13.6% | -5.6% | +3.5% |
| 3M | +10.6% | -3.9% | +14.5% | +11.7% |
| 6M | +32.5% | +1.4% | +31.1% | +31.4% |
| YTD | -21.0% | -2.2% | -18.8% | -21.7% |
| 1Y | -9.9% | -1.2% | -8.7% | -11.1% |
| 3Y | +3.1% | +25.0% | -21.9% | -8.3% |
| 5Y | -13.4% | +66.0% | -79.4% | -35.3% |
| 10Y | +37.1% | +161.4% | -124.3% | -15.1% |
| All | +37.1% | +163.6% | -126.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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