-7.6%
CTSH vs NVDL
-23.5%
+15.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.1% | +9.1% | +2.4% |
| 7D | -0.9% | -14.0% | +13.2% | -2.3% |
| 30D | +13.1% | -31.2% | +44.3% | +9.4% |
| 3M | +17.9% | -15.5% | +33.4% | +16.4% |
| 6M | +28.5% | -10.3% | +38.8% | +28.1% |
| YTD | -19.3% | -5.8% | -13.5% | -19.2% |
| 1Y | -7.6% | -20.1% | +12.5% | -8.2% |
| All | -7.6% | -23.5% | +15.8% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 1y: compounded portfolio wealth divided by compounded NVDL 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…
1y analysis · Full analysis span regression · 6 months rolling