-3.2%
CTSH vs NVDX
+772.1%
-775.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | -3.7% | -10.2% | +6.5% | -3.5% |
| 30D | +3.7% | -7.3% | +11.0% | +3.8% |
| 3M | +17.9% | +5.5% | +12.4% | +17.5% |
| 6M | -2.6% | +18.3% | -20.9% | -3.8% |
| YTD | -26.4% | +11.4% | -37.9% | -27.2% |
| 1Y | -13.0% | +12.7% | -25.7% | -14.3% |
| All | -3.2% | +772.1% | -775.3% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 10y: compounded portfolio wealth divided by compounded NVDX 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…
10y analysis · Full analysis span regression · 6 months rolling