+127.9%
NOK vs CTSH
+34.5%
+93.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | +5.4% | -2.1% | +7.5% | +5.9% |
| 30D | -14.1% | +1.4% | -15.5% | -15.4% |
| 3M | -23.6% | +7.5% | -31.0% | -26.8% |
| 6M | -45.1% | +39.6% | -84.7% | -53.0% |
| YTD | +24.7% | -22.3% | +47.0% | +32.7% |
| 1Y | +19.0% | -12.0% | +31.0% | +19.9% |
| 3Y | +147.0% | +1.8% | +145.2% | +128.3% |
| 5Y | +58.2% | -15.8% | +74.0% | +56.1% |
| All | +127.9% | +34.5% | +93.4% | +78.4% |
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 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