+37.1%
NEE vs CTSH
-11.4%
+48.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.5% |
| 7D | +1.1% | -5.5% | +6.6% | +1.1% |
| 30D | -0.2% | +4.5% | -4.7% | -0.2% |
| 3M | +0.5% | +13.7% | -13.2% | +0.5% |
| 6M | -6.5% | -8.4% | +1.9% | -4.7% |
| YTD | +6.7% | -26.5% | +33.2% | +11.8% |
| 1Y | +23.6% | -13.9% | +37.5% | +25.6% |
| 3Y | +37.1% | -11.3% | +48.5% | +35.4% |
| All | +37.1% | -11.4% | +48.5% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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