-14.8%
CTSH vs NOC
+56.8%
-71.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -3.9% |
| 7D | -5.5% | -2.7% | -2.8% | -5.1% |
| 30D | +4.5% | -8.9% | +13.4% | +5.8% |
| 3M | +13.7% | -3.7% | +17.4% | +14.3% |
| 6M | -8.4% | -30.8% | +22.4% | -4.7% |
| YTD | -26.5% | -7.9% | -18.6% | -26.3% |
| 1Y | -13.9% | -9.4% | -4.5% | -13.5% |
| 3Y | -11.3% | +29.0% | -40.3% | -15.7% |
| 5Y | -14.8% | +56.1% | -70.9% | -23.6% |
| All | -14.8% | +56.8% | -71.6% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling