-14.4%
CTSH vs NYT
+38.8%
-53.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | -3.7% | -0.6% | -3.1% | -3.5% |
| 30D | +3.7% | +4.6% | -0.9% | +2.3% |
| 3M | +17.9% | -9.6% | +27.5% | +21.2% |
| 6M | -2.6% | -14.0% | +11.4% | +1.1% |
| YTD | -26.4% | -2.8% | -23.6% | -26.1% |
| 1Y | -13.0% | +15.6% | -28.6% | -16.9% |
| 3Y | -11.2% | +56.3% | -67.5% | -23.1% |
| All | -14.4% | +38.8% | -53.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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