+102.7%
NOK vs CTSH
-17.3%
+119.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.6% |
| 7D | +9.3% | -8.2% | +17.6% | +11.0% |
| 30D | +17.9% | +0.4% | +17.5% | +17.4% |
| 3M | -22.3% | +10.6% | -32.9% | -24.1% |
| 6M | +36.4% | -8.8% | +45.2% | +41.9% |
| YTD | +66.3% | -28.6% | +94.9% | +88.3% |
| 1Y | +134.4% | -15.9% | +150.3% | +146.1% |
| 3Y | +186.6% | -13.9% | +200.5% | +191.5% |
| 5Y | +102.7% | -17.1% | +119.8% | +105.7% |
| All | +102.7% | -17.3% | +119.9% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling