+72.7%
NEM vs CTSH
-11.3%
+83.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -2.0% |
| 7D | +0.3% | -2.7% | +3.0% | +0.1% |
| 30D | +23.1% | +12.4% | +10.7% | +24.5% |
| 3M | +18.5% | +17.4% | +1.1% | +20.8% |
| 6M | +7.8% | -3.1% | +10.9% | +8.5% |
| YTD | +29.1% | -23.6% | +52.7% | +25.3% |
| 1Y | +72.7% | -10.8% | +83.5% | +77.5% |
| All | +72.7% | -11.3% | +83.9% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling