+21.0%
CTSH vs NOC
+186.7%
-165.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -8.2% | -1.6% | -6.6% | -7.7% |
| 30D | +0.4% | -10.4% | +10.8% | +3.8% |
| 3M | +10.6% | -5.6% | +16.2% | +12.5% |
| 6M | -8.8% | -30.4% | +21.6% | +1.7% |
| YTD | -28.6% | -8.5% | -20.1% | -27.6% |
| 1Y | -15.9% | -8.3% | -7.6% | -14.9% |
| 3Y | -13.9% | +28.2% | -42.1% | -24.6% |
| 5Y | -17.1% | +56.7% | -73.8% | -36.8% |
| 10Y | +21.0% | +189.3% | -168.3% | -25.2% |
| All | +21.0% | +186.7% | -165.7% | -25.2% |
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