+200.5%
NXPI vs CTSH
+39.1%
+161.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +4.2% |
| 7D | -0.3% | -2.3% | +2.0% | +0.7% |
| 30D | +12.7% | +7.4% | +5.3% | +7.3% |
| 3M | +7.5% | +10.9% | -3.5% | -0.8% |
| 6M | -12.3% | +24.7% | -37.0% | -27.8% |
| YTD | +19.7% | -22.0% | +41.7% | +31.4% |
| 1Y | +27.6% | -11.2% | +38.7% | +27.9% |
| 3Y | +50.0% | +3.9% | +46.1% | +34.8% |
| 5Y | +27.2% | -13.9% | +41.1% | +28.1% |
| 10Y | +200.5% | +37.8% | +162.7% | +147.7% |
| All | +200.5% | +39.1% | +161.4% | +147.7% |
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