+851.9%
NKE vs CTSH
+32,929.6%
-32,077.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | -0.1% |
| 7D | -0.1% | -5.5% | +5.4% | +1.0% |
| 30D | -7.7% | +4.5% | -12.2% | -8.4% |
| 3M | -10.9% | +13.7% | -24.7% | -13.5% |
| 6M | -31.9% | -8.4% | -23.5% | -31.3% |
| YTD | -38.6% | -26.5% | -12.1% | -35.7% |
| 1Y | -46.9% | -13.9% | -33.0% | -46.0% |
| 3Y | -58.2% | -11.3% | -46.8% | -57.8% |
| 5Y | -74.0% | -14.8% | -59.2% | -73.6% |
| 10Y | -21.6% | +22.5% | -44.1% | -25.6% |
| All | +851.9% | +32,929.6% | -32,077.7% | +492.1% |
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