+181.6%
NOK vs CTSH
-11.7%
+193.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +6.1% |
| 7D | +7.3% | -5.5% | +12.7% | +7.1% |
| 30D | +13.8% | +4.5% | +9.3% | +13.8% |
| 3M | -27.0% | +13.7% | -40.7% | -25.5% |
| 6M | +37.6% | -8.4% | +46.0% | +47.1% |
| YTD | +64.6% | -26.5% | +91.1% | +84.7% |
| 1Y | +132.0% | -13.9% | +146.0% | +148.2% |
| All | +181.6% | -11.7% | +193.3% | +191.4% |
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 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