+34,247.0%
CTSH vs NSC
+1,985.8%
+32,261.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.8% |
| 7D | -2.7% | -5.5% | +2.8% | -0.2% |
| 30D | +12.4% | -3.2% | +15.6% | +13.9% |
| 3M | +17.4% | +7.7% | +9.7% | +13.0% |
| 6M | -3.1% | +4.5% | -7.6% | -6.1% |
| YTD | -23.6% | +15.6% | -39.1% | -29.5% |
| 1Y | -10.8% | +19.8% | -30.7% | -19.2% |
| 3Y | -8.3% | +70.1% | -78.4% | -31.0% |
| 5Y | -11.3% | +46.1% | -57.4% | -29.3% |
| 10Y | +22.6% | +328.1% | -305.5% | -42.6% |
| All | +34,247.0% | +1,985.8% | +32,261.2% | +7,248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling