-39.4%
NOK vs CTSH
+27.5%
-66.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +1.8% |
| 7D | +2.2% | -2.1% | +4.2% | +1.3% |
| 30D | -14.7% | +8.0% | -22.7% | -11.2% |
| 3M | -10.6% | +10.6% | -21.2% | -5.1% |
| 6M | -39.4% | +32.5% | -71.9% | -26.5% |
| All | -39.4% | +27.5% | -66.9% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling