-13.7%
CTSH vs NRG
+198.7%
-212.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.2% |
| 7D | -9.8% | -0.2% | -9.6% | -9.8% |
| 30D | +0.1% | -6.8% | +6.9% | +0.2% |
| 3M | +13.2% | -7.1% | +20.4% | +12.5% |
| 6M | -6.2% | -27.6% | +21.4% | -5.5% |
| YTD | -28.5% | -29.2% | +0.7% | -28.0% |
| 1Y | -13.8% | -29.9% | +16.1% | -13.3% |
| All | -13.7% | +198.7% | -212.3% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling