+21.0%
CTSH vs NSC
+324.0%
-303.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.2% |
| 7D | -8.2% | -2.0% | -6.2% | -7.3% |
| 30D | +0.4% | -3.2% | +3.6% | +1.9% |
| 3M | +10.6% | +3.9% | +6.7% | +8.1% |
| 6M | -8.8% | +7.8% | -16.6% | -13.2% |
| YTD | -28.6% | +13.4% | -42.0% | -34.0% |
| 1Y | -15.9% | +20.3% | -36.2% | -24.6% |
| 3Y | -13.9% | +76.1% | -90.0% | -38.5% |
| 5Y | -17.1% | +45.0% | -62.1% | -35.4% |
| 10Y | +21.0% | +335.7% | -314.7% | -36.9% |
| All | +21.0% | +324.0% | -303.0% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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