-11.3%
CTSH vs NVTS
-28.0%
+16.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.4% | -8.2% | -1.0% |
| 7D | -2.1% | +7.9% | -10.0% | -2.3% |
| 30D | +8.0% | +0.8% | +7.2% | +7.8% |
| 3M | +10.6% | -26.0% | +36.5% | +11.1% |
| 6M | +32.5% | -55.5% | +88.1% | +34.0% |
| YTD | -21.0% | +41.0% | -62.0% | -24.4% |
| 1Y | -9.9% | +10.4% | -20.3% | -13.0% |
| 3Y | +3.1% | +60.9% | -57.7% | -6.0% |
| 5Y | -13.4% | -42.8% | +29.4% | -22.5% |
| All | -11.3% | -28.0% | +16.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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