+750.1%
NEM vs CTSH
+34,247.0%
-33,496.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.6% |
| 7D | +0.3% | -2.7% | +3.0% | +0.5% |
| 30D | +23.1% | +12.4% | +10.7% | +22.2% |
| 3M | +18.5% | +17.4% | +1.1% | +17.1% |
| 6M | +7.8% | -3.1% | +10.9% | +7.6% |
| YTD | +29.1% | -23.6% | +52.7% | +30.7% |
| 1Y | +72.7% | -10.8% | +83.5% | +73.0% |
| 3Y | +248.7% | -8.3% | +257.0% | +248.2% |
| 5Y | +148.7% | -11.3% | +160.0% | +147.9% |
| 10Y | +304.8% | +22.6% | +282.2% | +293.3% |
| All | +750.1% | +34,247.0% | -33,496.9% | +836.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling