+35.7%
CTSH vs NTAP
+600.9%
-565.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.5% |
| 7D | -4.2% | +9.9% | -14.1% | -7.0% |
| 30D | +3.9% | -22.1% | +26.1% | +11.1% |
| 3M | +10.2% | -7.7% | +17.9% | +10.6% |
| 6M | +35.3% | +60.9% | -25.7% | +10.2% |
| YTD | -21.8% | +76.4% | -98.2% | -38.6% |
| 1Y | -12.1% | +69.3% | -81.5% | -30.1% |
| 3Y | +2.0% | +154.6% | -152.6% | -33.3% |
| 5Y | -15.3% | +131.4% | -146.7% | -43.5% |
| All | +35.7% | +600.9% | -565.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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