+485.4%
NVDA vs CTSH
-13.5%
+498.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.5% | -3.6% |
| 7D | -11.6% | -2.3% | -9.3% | -11.0% |
| 30D | -22.1% | +7.4% | -29.5% | -25.0% |
| 3M | -20.1% | +10.9% | -31.1% | -24.9% |
| 6M | -16.8% | +24.7% | -41.4% | -27.4% |
| YTD | -4.0% | -22.0% | +18.0% | +9.4% |
| 1Y | -4.8% | -11.2% | +6.3% | -1.5% |
| 3Y | +281.7% | +3.9% | +277.8% | +230.4% |
| 5Y | +485.4% | -13.9% | +499.3% | +522.6% |
| All | +485.4% | -13.5% | +498.9% | +522.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling