+38.7%
CTSH vs NTAP
+575.4%
-536.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.8% | -7.8% | +9.6% | +4.0% |
| 30D | +9.8% | -25.8% | +35.6% | +19.1% |
| 3M | +12.1% | -11.2% | +23.4% | +13.9% |
| 6M | +27.4% | +49.9% | -22.5% | +6.2% |
| YTD | -20.3% | +66.9% | -87.1% | -36.3% |
| 1Y | -8.8% | +58.8% | -67.6% | -26.0% |
| 3Y | +4.0% | +140.8% | -136.8% | -30.7% |
| 5Y | -12.2% | +115.0% | -127.2% | -40.0% |
| 10Y | +38.7% | +570.8% | -532.1% | -39.9% |
| All | +38.7% | +575.4% | -536.7% | -39.9% |
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