+35,415.6%
CTSH vs NSC
+2,001.6%
+33,414.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -2.1% | -3.5% | +1.5% | -0.5% |
| 30D | +8.0% | +3.9% | +4.0% | +5.9% |
| 3M | +10.6% | -0.8% | +11.4% | +10.8% |
| 6M | +32.5% | +7.1% | +25.4% | +27.5% |
| YTD | -21.0% | +16.4% | -37.4% | -27.4% |
| 1Y | -9.9% | +16.9% | -26.8% | -17.4% |
| 3Y | +3.1% | +78.4% | -75.2% | -24.1% |
| 5Y | -13.4% | +33.1% | -46.5% | -27.8% |
| 10Y | +37.1% | +299.9% | -262.7% | -33.7% |
| All | +35,415.6% | +2,001.6% | +33,414.0% | +7,463.2% |
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