+300.2%
NEM vs CTSH
+21.4%
+278.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -3.3% | -9.8% | +6.5% | -1.7% |
| 30D | +7.8% | +0.1% | +7.7% | +7.8% |
| 3M | +36.3% | +13.2% | +23.0% | +33.0% |
| 6M | +6.6% | -6.2% | +12.8% | +7.2% |
| YTD | +27.1% | -28.5% | +55.6% | +34.3% |
| 1Y | +62.3% | -13.8% | +76.1% | +64.6% |
| 3Y | +245.1% | -13.7% | +258.8% | +246.6% |
| 5Y | +154.0% | -16.7% | +170.7% | +152.0% |
| All | +300.2% | +21.4% | +278.8% | +265.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling