+2,510.9%
NEE vs CTSH
+34,247.0%
-31,736.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.4% |
| 7D | +1.9% | -2.7% | +4.6% | +2.2% |
| 30D | -2.2% | +12.4% | -14.5% | -3.3% |
| 3M | -1.2% | +17.4% | -18.5% | -3.1% |
| 6M | -8.6% | -3.1% | -5.5% | -8.9% |
| YTD | +6.2% | -23.6% | +29.8% | +8.2% |
| 1Y | +21.1% | -10.8% | +31.9% | +21.3% |
| 3Y | +36.4% | -8.3% | +44.7% | +35.7% |
| 5Y | +11.4% | -11.3% | +22.7% | +10.5% |
| 10Y | +250.0% | +22.6% | +227.4% | +233.4% |
| All | +2,510.9% | +34,247.0% | -31,736.1% | +2,231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling