-12.1%
CTSH vs NSC
+18.2%
-30.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.1% |
| 7D | -4.2% | +1.6% | -5.8% | -4.3% |
| 30D | +3.9% | +4.2% | -0.2% | +3.5% |
| 3M | +10.2% | -0.2% | +10.4% | +10.0% |
| 6M | +35.3% | +7.6% | +27.7% | +34.1% |
| YTD | -21.8% | +17.4% | -39.2% | -24.0% |
| 1Y | -12.1% | +18.3% | -30.4% | -16.0% |
| All | -12.1% | +18.2% | -30.4% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling