-11.5%
CTSH vs NVD
-99.1%
+87.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | +0.3% |
| 7D | -9.8% | +9.0% | -18.8% | -9.6% |
| 30D | +0.1% | -5.5% | +5.6% | 0.0% |
| 3M | +13.2% | -24.6% | +37.8% | +12.5% |
| 6M | -6.2% | -42.1% | +35.9% | -7.5% |
| YTD | -28.5% | -44.3% | +15.9% | -29.5% |
| 1Y | -13.8% | -54.2% | +40.4% | -15.5% |
| 3Y | -13.7% | -99.1% | +85.4% | -28.9% |
| All | -11.5% | -99.1% | +87.6% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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