+1,037.4%
CTSH vs NRG
+1,598.0%
-560.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.5% | -4.4% | -4.0% |
| 7D | -5.5% | +9.3% | -14.7% | -7.8% |
| 30D | +4.5% | +1.3% | +3.2% | +3.8% |
| 3M | +13.7% | -6.0% | +19.7% | +13.1% |
| 6M | -8.4% | -22.0% | +13.6% | -5.3% |
| YTD | -26.5% | -24.1% | -2.4% | -24.2% |
| 1Y | -13.9% | -18.0% | +4.1% | -14.0% |
| 3Y | -11.3% | +220.0% | -231.4% | -46.2% |
| 5Y | -14.8% | +201.1% | -216.0% | -48.6% |
| 10Y | +22.5% | +1,085.1% | -1,062.6% | -56.5% |
| All | +1,037.4% | +1,598.0% | -560.6% | +253.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling