-7.7%
CTSH vs NOC
+27.2%
-34.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.3% |
| 7D | -2.7% | -5.2% | +2.5% | -2.0% |
| 30D | +12.4% | -7.2% | +19.6% | +13.4% |
| 3M | +17.4% | -5.1% | +22.5% | +18.1% |
| 6M | -3.1% | -31.1% | +28.0% | -0.2% |
| YTD | -23.6% | -8.6% | -15.0% | -23.6% |
| 1Y | -10.8% | -9.7% | -1.1% | -10.7% |
| All | -7.7% | +27.2% | -34.9% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling