+22.2%
CTSH vs NRG
+1,083.9%
-1,061.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | -3.7% | -4.7% | +1.0% | -2.9% |
| 30D | +3.7% | -6.0% | +9.7% | +4.6% |
| 3M | +17.9% | -8.0% | +25.9% | +17.8% |
| 6M | -2.6% | -23.2% | +20.5% | -0.1% |
| YTD | -26.4% | -28.1% | +1.7% | -24.0% |
| 1Y | -13.0% | -27.3% | +14.2% | -10.9% |
| 3Y | -11.2% | +208.7% | -219.9% | -41.7% |
| 5Y | -14.3% | +197.7% | -211.9% | -44.3% |
| All | +22.2% | +1,083.9% | -1,061.8% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling