-11.3%
CTSH vs NVTS
+45.8%
-57.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -3.8% |
| 7D | -5.5% | +9.7% | -15.2% | -5.5% |
| 30D | +4.5% | -13.6% | +18.1% | +4.5% |
| 3M | +13.7% | -51.0% | +64.7% | +14.2% |
| 6M | -8.4% | +46.3% | -54.7% | -9.9% |
| YTD | -26.5% | +68.1% | -94.6% | -28.1% |
| 1Y | -13.9% | +113.9% | -127.8% | -16.6% |
| 3Y | -11.3% | +45.3% | -56.6% | -12.0% |
| All | -11.3% | +45.8% | -57.1% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling