+34,247.0%
CTSH vs NTAP
+6,047.4%
+28,199.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +12.4% | -0.5% | +12.9% | +12.3% |
| 3M | +17.4% | +4.1% | +13.3% | +15.0% |
| 6M | -3.1% | +88.0% | -91.0% | -21.3% |
| YTD | -23.6% | +75.6% | -99.1% | -36.7% |
| 1Y | -10.8% | +58.9% | -69.7% | -24.1% |
| 3Y | -8.3% | +153.6% | -161.9% | -34.2% |
| 5Y | -11.3% | +127.6% | -139.0% | -34.7% |
| 10Y | +22.6% | +580.4% | -557.8% | -38.5% |
| All | +34,247.0% | +6,047.4% | +28,199.6% | +4,366.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling