-14.4%
CTSH vs NRG
+194.8%
-209.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.7% |
| 7D | -3.7% | -4.7% | +1.0% | -3.3% |
| 30D | +3.7% | -6.0% | +9.7% | +4.2% |
| 3M | +17.9% | -8.0% | +25.9% | +17.5% |
| 6M | -2.6% | -23.2% | +20.5% | -1.3% |
| YTD | -26.4% | -28.1% | +1.7% | -25.0% |
| 1Y | -13.0% | -27.3% | +14.2% | -11.9% |
| 3Y | -11.2% | +208.7% | -219.9% | -40.5% |
| All | -14.4% | +194.8% | -209.2% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling