+32.9%
NEM vs CTSH
-9.6%
+42.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.3% |
| 7D | +0.3% | -2.1% | +2.4% | +0.3% |
| 30D | +1.1% | +8.0% | -6.8% | +1.6% |
| 3M | +1.3% | +10.6% | -9.3% | +2.0% |
| 6M | -1.4% | +32.5% | -33.9% | +1.5% |
| YTD | +19.4% | -21.0% | +40.4% | +20.3% |
| 1Y | +32.9% | -9.9% | +42.9% | +28.3% |
| All | +32.9% | -9.6% | +42.5% | +28.3% |
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