+120.2%
NEM vs CTSH
-16.1%
+136.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | -6.4% | -2.1% | -4.3% | -6.1% |
| 30D | +1.4% | +1.4% | 0.0% | +1.1% |
| 3M | -0.7% | +7.5% | -8.2% | -2.1% |
| 6M | -4.5% | +39.6% | -44.0% | -10.2% |
| YTD | +14.0% | -22.3% | +36.3% | +20.8% |
| 1Y | +27.3% | -12.0% | +39.2% | +30.4% |
| 3Y | +250.5% | +1.8% | +248.7% | +237.1% |
| All | +120.2% | -16.1% | +136.3% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling