-3.5%
CTSH vs NTR
+97.9%
-101.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +3.0% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | +3.7% | +16.8% | -13.1% | -0.9% |
| 3M | +17.9% | +20.7% | -2.8% | +11.5% |
| 6M | -2.6% | +0.5% | -3.2% | -3.8% |
| YTD | -26.4% | +29.2% | -55.6% | -33.0% |
| 1Y | -13.0% | +39.6% | -52.6% | -23.1% |
| 3Y | -11.2% | +37.9% | -49.1% | -22.9% |
| 5Y | -14.3% | +47.1% | -61.4% | -33.4% |
| All | -3.5% | +97.9% | -101.5% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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