-24.0%
NKE vs CTSH
+24.9%
-48.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.8% |
| 7D | -4.2% | -3.7% | -0.5% | -2.6% |
| 30D | -8.2% | +3.7% | -11.9% | -9.7% |
| 3M | -19.1% | +17.9% | -37.0% | -25.8% |
| 6M | -32.6% | -2.6% | -30.0% | -33.0% |
| YTD | -40.7% | -26.4% | -14.3% | -33.3% |
| 1Y | -48.9% | -13.0% | -35.8% | -47.1% |
| 3Y | -59.2% | -11.2% | -48.0% | -58.7% |
| 5Y | -75.3% | -14.3% | -61.1% | -75.0% |
| All | -24.0% | +24.9% | -48.9% | -34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling