-7.6%
CTSH vs NRG
-50.8%
+43.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.5% | +16.6% | +0.2% |
| 7D | -0.9% | -13.7% | +12.8% | -3.6% |
| 30D | +13.1% | -13.6% | +26.7% | +10.2% |
| 3M | +17.9% | -28.5% | +46.4% | +10.8% |
| 6M | +28.5% | -45.8% | +74.3% | +16.6% |
| YTD | -19.3% | -46.9% | +27.6% | -25.8% |
| 1Y | -7.6% | -49.7% | +42.1% | -14.5% |
| All | -7.6% | -50.8% | +43.2% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling