-14.8%
CTSH vs NWSA
+40.6%
-55.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -2.0% | -2.9% |
| 7D | -5.5% | -2.6% | -2.8% | -4.2% |
| 30D | +4.5% | +4.6% | 0.0% | +2.3% |
| 3M | +13.7% | +10.2% | +3.5% | +8.8% |
| 6M | -8.4% | +21.6% | -30.0% | -16.4% |
| YTD | -26.5% | +14.6% | -41.1% | -31.0% |
| 1Y | -13.9% | +0.4% | -14.3% | -14.7% |
| 3Y | -11.3% | +45.0% | -56.3% | -25.5% |
| 5Y | -14.8% | +41.3% | -56.1% | -31.1% |
| All | -14.8% | +40.6% | -55.5% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling