+15,200.7%
NVDA vs CTSH
+18.6%
+15,182.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.6% |
| 7D | -0.3% | -8.2% | +7.9% | +4.3% |
| 30D | +2.8% | +0.4% | +2.4% | +2.3% |
| 3M | +7.4% | +10.6% | -3.1% | -1.4% |
| 6M | +22.6% | -8.8% | +31.4% | +24.8% |
| YTD | +20.1% | -28.6% | +48.7% | +40.3% |
| 1Y | +31.2% | -15.9% | +47.1% | +35.9% |
| 3Y | +391.7% | -13.9% | +405.6% | +387.4% |
| 5Y | +911.9% | -17.1% | +929.0% | +939.9% |
| 10Y | +15,200.7% | +21.0% | +15,179.7% | +13,084.3% |
| All | +15,200.7% | +18.6% | +15,182.1% | +13,084.3% |
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