-11.3%
CTSH vs NTAP
+153.4%
-164.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.2% |
| 7D | -5.5% | +3.3% | -8.7% | -6.1% |
| 30D | +4.5% | -0.2% | +4.7% | +4.3% |
| 3M | +13.7% | +11.4% | +2.4% | +10.5% |
| 6M | -8.4% | +88.7% | -97.1% | -22.8% |
| YTD | -26.5% | +78.9% | -105.4% | -37.4% |
| 1Y | -13.9% | +58.8% | -72.7% | -24.7% |
| 3Y | -11.3% | +153.5% | -164.9% | -29.2% |
| All | -11.3% | +153.4% | -164.8% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling