+127.6%
NOK vs CTSH
+21.4%
+106.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +8.7% | -9.8% | +18.5% | +11.9% |
| 30D | +12.5% | +0.1% | +12.4% | +12.0% |
| 3M | -20.7% | +13.2% | -34.0% | -25.1% |
| 6M | +36.2% | -6.2% | +42.4% | +36.7% |
| YTD | +64.1% | -28.5% | +92.6% | +81.5% |
| 1Y | +132.4% | -13.8% | +146.2% | +136.3% |
| 3Y | +182.9% | -13.7% | +196.6% | +183.3% |
| 5Y | +102.8% | -16.7% | +119.5% | +102.6% |
| All | +127.6% | +21.4% | +106.2% | +94.4% |
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