+247.7%
NEM vs CTSH
-11.4%
+259.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | -0.5% |
| 7D | +3.9% | -5.5% | +9.3% | +4.3% |
| 30D | +12.7% | +4.5% | +8.2% | +12.5% |
| 3M | +28.7% | +13.7% | +14.9% | +28.4% |
| 6M | +9.8% | -8.4% | +18.2% | +12.7% |
| YTD | +28.1% | -26.5% | +54.6% | +35.7% |
| 1Y | +69.3% | -13.9% | +83.3% | +73.6% |
| 3Y | +247.7% | -11.3% | +259.0% | +242.1% |
| All | +247.7% | -11.4% | +259.0% | +242.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling