+2,591.0%
NEE vs CTSH
+35,415.6%
-32,824.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.8% | -2.1% | -0.7% | -2.6% |
| 30D | +9.5% | +8.0% | +1.6% | +8.6% |
| 3M | +1.0% | +10.6% | -9.5% | -0.2% |
| 6M | -8.0% | +32.5% | -40.5% | -11.2% |
| YTD | +9.4% | -21.0% | +30.4% | +11.0% |
| 1Y | +3.1% | -9.9% | +13.1% | +3.1% |
| 3Y | +70.5% | +3.1% | +67.4% | +67.3% |
| 5Y | +15.2% | -13.4% | +28.6% | +14.5% |
| 10Y | +291.2% | +37.1% | +254.0% | +268.9% |
| All | +2,591.0% | +35,415.6% | -32,824.6% | +2,291.1% |
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