+379.9%
NEM vs CTSH
+37.5%
+342.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.1% |
| 7D | +0.3% | -2.1% | +2.4% | +0.6% |
| 30D | +1.1% | +8.0% | -6.8% | -0.3% |
| 3M | +1.3% | +10.6% | -9.3% | -0.8% |
| 6M | -1.4% | +32.5% | -33.9% | -7.0% |
| YTD | +19.4% | -21.0% | +40.4% | +23.9% |
| 1Y | +32.9% | -9.9% | +42.9% | +34.1% |
| 3Y | +267.0% | +3.1% | +263.9% | +254.9% |
| 5Y | +131.0% | -13.4% | +144.4% | +127.0% |
| 10Y | +379.9% | +37.1% | +342.8% | +306.1% |
| All | +379.9% | +37.5% | +342.4% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling