+10.9%
NEE vs CTSH
-14.2%
+25.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.9% |
| 7D | +1.1% | -5.5% | +6.6% | +1.7% |
| 30D | -0.2% | +4.5% | -4.7% | -0.8% |
| 3M | +0.5% | +13.7% | -13.2% | -1.1% |
| 6M | -6.5% | -8.4% | +1.9% | -4.8% |
| YTD | +6.7% | -26.5% | +33.2% | +13.2% |
| 1Y | +23.6% | -13.9% | +37.5% | +26.0% |
| 3Y | +37.1% | -11.3% | +48.5% | +36.5% |
| 5Y | +10.9% | -14.8% | +25.8% | +9.2% |
| All | +10.9% | -14.2% | +25.1% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling