+281.7%
NVDA vs CTSH
+2.4%
+279.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.5% | -4.2% |
| 7D | -11.6% | -2.3% | -9.3% | -11.5% |
| 30D | -22.1% | +7.4% | -29.5% | -22.8% |
| 3M | -20.1% | +10.9% | -31.1% | -21.2% |
| 6M | -16.8% | +24.7% | -41.4% | -18.6% |
| YTD | -4.0% | -22.0% | +18.0% | +8.0% |
| 1Y | -4.8% | -11.2% | +6.3% | +1.2% |
| 3Y | +281.7% | +3.9% | +277.8% | +319.5% |
| All | +281.7% | +2.4% | +279.3% | +319.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling