+8.3%
CTSH vs NVDL
+2,657.6%
-2,649.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.7% |
| 7D | -5.5% | +7.3% | -12.8% | -5.7% |
| 30D | +4.5% | -0.7% | +5.2% | +4.4% |
| 3M | +13.7% | +9.5% | +4.3% | +13.0% |
| 6M | -8.4% | +41.6% | -50.0% | -10.5% |
| YTD | -26.5% | +23.3% | -49.8% | -27.9% |
| 1Y | -13.9% | +40.3% | -54.2% | -16.5% |
| 3Y | -11.3% | +692.2% | -703.5% | -28.6% |
| All | +8.3% | +2,657.6% | -2,649.3% | -27.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling