-5.5%
CTSH vs NVD
-99.2%
+93.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.6% |
| 7D | -2.7% | -11.1% | +8.4% | -3.0% |
| 30D | +12.4% | -13.3% | +25.6% | +12.0% |
| 3M | +17.4% | -19.8% | +37.2% | +17.1% |
| 6M | -3.1% | -48.8% | +45.7% | -4.8% |
| YTD | -23.6% | -49.7% | +26.1% | -24.9% |
| 1Y | -10.8% | -61.4% | +50.5% | -13.1% |
| 3Y | -8.3% | -99.1% | +90.8% | -23.7% |
| All | -5.5% | -99.2% | +93.7% | -22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling