+514.0%
NOW vs CTSH
+34.5%
+479.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.0% |
| 7D | +0.3% | -2.1% | +2.4% | +1.6% |
| 30D | -27.0% | +1.4% | -28.3% | -27.3% |
| 3M | -19.6% | +7.5% | -27.1% | -22.9% |
| 6M | +17.5% | +39.6% | -22.1% | -4.8% |
| YTD | -33.3% | -22.3% | -10.9% | -22.1% |
| 1Y | -39.8% | -12.0% | -27.9% | -35.2% |
| 3Y | -19.9% | +1.8% | -21.7% | -22.5% |
| 5Y | -26.1% | -15.8% | -10.2% | -19.9% |
| All | +514.0% | +34.5% | +479.4% | +431.4% |
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