-17.1%
CTSH vs NSC
+44.1%
-61.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -2.3% |
| 7D | -8.2% | -2.0% | -6.2% | -7.4% |
| 30D | +0.4% | -3.2% | +3.6% | +1.7% |
| 3M | +10.6% | +3.9% | +6.7% | +8.5% |
| 6M | -8.8% | +7.8% | -16.6% | -12.5% |
| YTD | -28.6% | +13.4% | -42.0% | -33.2% |
| 1Y | -15.9% | +20.3% | -36.2% | -23.5% |
| 3Y | -13.9% | +76.1% | -90.0% | -36.6% |
| 5Y | -17.1% | +45.0% | -62.1% | -33.3% |
| All | -17.1% | +44.1% | -61.2% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling