+499.2%
NOW vs CTSH
+37.6%
+461.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | +1.4% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | -26.0% | +13.4% | -39.4% | -31.6% |
| 3M | -13.1% | +14.4% | -27.5% | -19.8% |
| 6M | +14.5% | +27.7% | -13.2% | -1.9% |
| YTD | -33.4% | -20.6% | -12.8% | -23.4% |
| 1Y | -40.6% | -9.1% | -31.5% | -37.3% |
| 3Y | -16.3% | +3.1% | -19.4% | -19.6% |
| 5Y | -26.3% | -11.8% | -14.6% | -22.4% |
| All | +499.2% | +37.6% | +461.6% | +416.5% |
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 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