-11.3%
CTSH vs NWSA
+44.8%
-56.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -2.0% | -2.7% |
| 7D | -5.5% | -2.6% | -2.8% | -3.9% |
| 30D | +4.5% | +4.6% | 0.0% | +2.0% |
| 3M | +13.7% | +10.2% | +3.5% | +7.8% |
| 6M | -8.4% | +21.6% | -30.0% | -17.6% |
| YTD | -26.5% | +14.6% | -41.1% | -31.8% |
| 1Y | -13.9% | +0.4% | -14.3% | -15.2% |
| 3Y | -11.3% | +45.0% | -56.3% | -25.0% |
| All | -11.3% | +44.8% | -56.1% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling