+913.8%
NVDA vs CTSH
-14.2%
+928.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -0.3% |
| 7D | +3.8% | -5.5% | +9.3% | +6.3% |
| 30D | +0.8% | +4.5% | -3.7% | -1.4% |
| 3M | +8.2% | +13.7% | -5.5% | +0.6% |
| 6M | +27.1% | -8.4% | +35.5% | +32.9% |
| YTD | +21.2% | -26.5% | +47.7% | +43.7% |
| 1Y | +34.3% | -13.9% | +48.2% | +40.9% |
| 3Y | +396.3% | -11.3% | +407.6% | +387.7% |
| 5Y | +913.8% | -14.8% | +928.6% | +989.5% |
| All | +913.8% | -14.2% | +928.0% | +989.5% |
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 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