+849.1%
NKE vs CTSH
+34,813.6%
-33,964.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | -1.6% | -2.1% | +0.6% | -1.2% |
| 30D | +7.6% | +1.4% | +6.2% | +7.2% |
| 3M | -6.9% | +7.5% | -14.3% | -8.4% |
| 6M | -8.5% | +39.6% | -48.1% | -14.7% |
| YTD | -38.8% | -22.3% | -16.5% | -36.7% |
| 1Y | -40.6% | -12.0% | -28.6% | -39.9% |
| 3Y | -60.9% | +1.8% | -62.7% | -61.6% |
| 5Y | -75.4% | -15.8% | -59.5% | -75.0% |
| 10Y | -13.5% | +34.8% | -48.3% | -19.3% |
| All | +849.1% | +34,813.6% | -33,964.5% | +482.8% |
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 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