-12.2%
CTSH vs NVT
+699.2%
-711.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.3% |
| 7D | -2.7% | +5.1% | -7.8% | -4.0% |
| 30D | +12.4% | -3.7% | +16.1% | +12.9% |
| 3M | +17.4% | -10.1% | +27.5% | +18.4% |
| 6M | -3.1% | +37.5% | -40.5% | -16.3% |
| YTD | -23.6% | +53.7% | -77.3% | -37.0% |
| 1Y | -10.8% | +70.9% | -81.7% | -29.9% |
| 3Y | -8.3% | +180.4% | -188.7% | -44.1% |
| 5Y | -11.3% | +393.5% | -404.8% | -58.4% |
| All | -12.2% | +699.2% | -711.5% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling