-11.7%
CTSH vs NVD
-99.2%
+87.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.7% | -2.8% |
| 7D | -8.2% | +0.5% | -8.7% | -8.2% |
| 30D | +0.4% | -9.3% | +9.7% | +0.2% |
| 3M | +10.6% | -22.1% | +32.7% | +10.1% |
| 6M | -8.8% | -45.8% | +37.0% | -10.3% |
| YTD | -28.6% | -46.7% | +18.1% | -29.7% |
| 1Y | -15.9% | -59.5% | +43.5% | -18.0% |
| 3Y | -13.9% | -99.2% | +85.3% | -29.1% |
| All | -11.7% | -99.2% | +87.5% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling