+0.2%
CTSH vs NTR
+100.5%
-100.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.2% |
| 7D | -2.7% | +8.1% | -10.8% | -4.9% |
| 30D | +12.4% | +18.8% | -6.4% | +6.9% |
| 3M | +17.4% | +16.2% | +1.2% | +12.2% |
| 6M | -3.1% | +9.8% | -12.8% | -6.7% |
| YTD | -23.6% | +30.9% | -54.4% | -30.7% |
| 1Y | -10.8% | +41.8% | -52.6% | -21.5% |
| 3Y | -8.3% | +35.8% | -44.1% | -19.8% |
| 5Y | -11.3% | +51.0% | -62.4% | -31.8% |
| All | +0.2% | +100.5% | -100.3% | -39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling