+647.6%
NEM vs CTSH
+35,040.8%
-34,393.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.9% | -4.9% |
| 7D | -5.9% | -4.2% | -1.7% | -5.7% |
| 30D | -2.6% | +3.9% | -6.5% | -2.8% |
| 3M | -4.2% | +10.2% | -14.4% | -4.9% |
| 6M | -5.5% | +35.3% | -40.8% | -7.5% |
| YTD | +13.5% | -21.8% | +35.3% | +14.6% |
| 1Y | +22.2% | -12.1% | +34.3% | +22.4% |
| 3Y | +249.0% | +2.0% | +246.9% | +245.7% |
| 5Y | +120.1% | -15.3% | +135.4% | +119.6% |
| 10Y | +356.3% | +35.7% | +320.6% | +341.1% |
| All | +647.6% | +35,040.8% | -34,393.2% | +721.4% |
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