-15.3%
CTSH vs NVT
+233.5%
-248.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -4.2% | +17.4% | -21.6% | -5.4% |
| 30D | +3.9% | -28.4% | +32.3% | +6.8% |
| 3M | +10.2% | -32.4% | +42.6% | +13.6% |
| 6M | +35.3% | -32.2% | +67.4% | +38.2% |
| YTD | -21.8% | +14.0% | -35.8% | -31.1% |
| 1Y | -12.1% | +4.3% | -16.4% | -20.8% |
| 3Y | +2.0% | +131.7% | -129.7% | -35.9% |
| 5Y | -15.3% | +232.4% | -247.7% | -58.6% |
| All | -15.3% | +233.5% | -248.8% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 5y: compounded portfolio wealth divided by compounded NVT 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…
5y analysis · Full analysis span regression · 6 months rolling