-3.8%
CTSH vs NXT
+181.9%
-185.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -5.0% | -3.8% |
| 7D | -5.5% | +2.9% | -8.3% | -5.5% |
| 30D | +4.5% | -17.2% | +21.8% | +4.8% |
| 3M | +13.7% | -32.0% | +45.7% | +14.5% |
| 6M | -8.4% | -15.8% | +7.4% | -9.4% |
| YTD | -26.5% | -1.9% | -24.6% | -28.4% |
| 1Y | -13.9% | +22.5% | -36.4% | -17.7% |
| 3Y | -11.3% | +100.5% | -111.9% | -19.7% |
| All | -3.8% | +181.9% | -185.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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