-11.2%
CTSH vs NTR
+36.8%
-48.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.2% | +2.9% |
| 7D | -3.7% | -1.3% | -2.4% | -3.6% |
| 30D | +3.7% | +16.8% | -13.1% | +2.0% |
| 3M | +17.9% | +20.7% | -2.8% | +15.6% |
| 6M | -2.6% | +0.5% | -3.2% | -3.2% |
| YTD | -26.4% | +29.2% | -55.6% | -29.4% |
| 1Y | -13.0% | +39.6% | -52.6% | -17.6% |
| 3Y | -11.2% | +37.9% | -49.1% | -17.4% |
| All | -11.2% | +36.8% | -48.0% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling