-19.9%
CTSH vs NVTS
-17.0%
-2.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.5% | -2.8% |
| 7D | -8.2% | +3.5% | -11.7% | -8.3% |
| 30D | +0.4% | -11.9% | +12.3% | +0.6% |
| 3M | +10.6% | -49.2% | +59.8% | +12.2% |
| 6M | -8.8% | +38.4% | -47.2% | -11.8% |
| YTD | -28.6% | +62.5% | -91.1% | -31.8% |
| 1Y | -15.9% | +101.4% | -117.3% | -21.2% |
| 3Y | -13.9% | +40.4% | -54.3% | -19.4% |
| All | -19.9% | -17.0% | -2.9% | -30.2% |
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