-59.4%
NKE vs CTSH
-14.1%
-45.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | -5.5% | -9.8% | +4.2% | -2.3% |
| 30D | -10.4% | +0.1% | -10.5% | -10.5% |
| 3M | -15.8% | +13.2% | -29.0% | -20.0% |
| 6M | -33.4% | -6.2% | -27.2% | -31.9% |
| YTD | -41.0% | -28.5% | -12.5% | -32.6% |
| 1Y | -49.1% | -13.8% | -35.3% | -46.9% |
| All | -59.4% | -14.1% | -45.4% | -57.7% |
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