+37.1%
CTSH vs NWSA
+153.1%
-115.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.1% | -12.2% | +10.2% | +3.1% |
| 30D | +8.0% | -8.7% | +16.6% | +11.7% |
| 3M | +10.6% | -6.0% | +16.6% | +13.0% |
| 6M | +32.5% | -0.3% | +32.8% | +32.2% |
| YTD | -21.0% | +3.5% | -24.5% | -22.5% |
| 1Y | -9.9% | +0.8% | -10.7% | -10.6% |
| 3Y | +3.1% | +31.1% | -28.0% | -9.3% |
| 5Y | -13.4% | +18.8% | -32.2% | -22.8% |
| 10Y | +37.1% | +147.9% | -110.7% | -18.7% |
| All | +37.1% | +153.1% | -115.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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