-16.7%
CTSH vs NTR
+45.0%
-61.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -9.8% | -2.5% | -7.3% | -9.4% |
| 30D | +0.1% | +17.0% | -16.9% | -2.6% |
| 3M | +13.2% | +22.2% | -9.0% | +9.4% |
| 6M | -6.2% | +5.2% | -11.4% | -7.6% |
| YTD | -28.5% | +29.7% | -58.1% | -32.5% |
| 1Y | -13.8% | +39.4% | -53.2% | -20.0% |
| 3Y | -13.7% | +38.2% | -51.9% | -20.8% |
| 5Y | -16.7% | +47.6% | -64.3% | -30.8% |
| All | -16.7% | +45.0% | -61.7% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling