-14.2%
CTSH vs NVTS
-15.6%
+1.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.3% | -9.9% | -3.7% |
| 7D | -2.7% | +2.7% | -5.4% | -2.8% |
| 30D | +12.4% | -4.5% | +16.8% | +12.4% |
| 3M | +17.4% | -61.5% | +78.9% | +20.0% |
| 6M | -3.1% | +28.0% | -31.1% | -6.0% |
| YTD | -23.6% | +65.3% | -88.8% | -27.0% |
| 1Y | -10.8% | +113.0% | -123.8% | -16.6% |
| 3Y | -8.3% | +34.7% | -43.0% | -13.6% |
| All | -14.2% | -15.6% | +1.3% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling