-13.9%
CTSH vs NVDL
+662.3%
-676.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | -8.2% | -0.8% | -7.4% | -8.2% |
| 30D | +0.4% | +3.4% | -3.0% | +0.2% |
| 3M | +10.6% | +8.1% | +2.5% | +10.1% |
| 6M | -8.8% | +31.9% | -40.7% | -10.2% |
| YTD | -28.6% | +21.1% | -49.7% | -29.6% |
| 1Y | -15.9% | +34.0% | -50.0% | -17.8% |
| All | -13.9% | +662.3% | -676.2% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling