+12.6%
CTSH vs NVDL
+2,772.7%
-2,760.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.7% |
| 7D | -2.7% | +11.7% | -14.4% | -3.1% |
| 30D | +12.4% | +7.8% | +4.5% | +12.0% |
| 3M | +17.4% | +3.3% | +14.1% | +17.0% |
| 6M | -3.1% | +38.9% | -42.0% | -5.1% |
| YTD | -23.6% | +28.5% | -52.0% | -25.1% |
| 1Y | -10.8% | +40.6% | -51.4% | -13.4% |
| 3Y | -8.3% | +648.7% | -657.0% | -25.7% |
| All | +12.6% | +2,772.7% | -2,760.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling