+34,247.0%
CTSH vs NOC
+1,918.0%
+32,329.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.6% |
| 7D | -2.7% | -5.2% | +2.5% | -0.6% |
| 30D | +12.4% | -7.2% | +19.6% | +15.6% |
| 3M | +17.4% | -5.1% | +22.5% | +19.7% |
| 6M | -3.1% | -31.1% | +28.0% | +11.7% |
| YTD | -23.6% | -8.6% | -15.0% | -22.0% |
| 1Y | -10.8% | -9.7% | -1.1% | -8.7% |
| 3Y | -8.3% | +24.3% | -32.6% | -20.0% |
| 5Y | -11.3% | +52.6% | -64.0% | -32.0% |
| 10Y | +22.6% | +183.6% | -161.0% | -30.5% |
| All | +34,247.0% | +1,918.0% | +32,329.0% | +9,133.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling