+31,981.4%
CTSH vs NYT
+156.7%
+31,824.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.2% |
| 7D | -8.2% | -1.6% | -6.6% | -7.7% |
| 30D | +0.4% | +2.8% | -2.4% | -0.6% |
| 3M | +10.6% | -9.2% | +19.8% | +14.1% |
| 6M | -8.8% | -17.1% | +8.3% | -3.3% |
| YTD | -28.6% | -3.2% | -25.4% | -28.4% |
| 1Y | -15.9% | +15.7% | -31.6% | -20.8% |
| 3Y | -13.9% | +55.7% | -69.6% | -28.1% |
| 5Y | -17.1% | +39.4% | -56.5% | -30.4% |
| 10Y | +21.0% | +485.6% | -464.6% | -42.8% |
| All | +31,981.4% | +156.7% | +31,824.7% | +13,713.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling