-11.3%
CTSH vs NVD
-99.2%
+87.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.9% | -7.7% | -3.7% |
| 7D | -5.5% | -7.7% | +2.2% | -5.6% |
| 30D | +4.5% | -5.8% | +10.3% | +4.4% |
| 3M | +13.7% | -23.2% | +36.9% | +13.2% |
| 6M | -8.4% | -49.7% | +41.3% | -10.1% |
| YTD | -26.5% | -47.7% | +21.2% | -27.7% |
| 1Y | -13.9% | -61.3% | +47.4% | -16.2% |
| 3Y | -11.3% | -99.2% | +87.8% | -27.3% |
| All | -11.3% | -99.2% | +87.8% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling