+22.2%
CTSH vs NTRA
+3,199.2%
-3,177.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | +3.7% | +4.1% | -0.4% | +3.1% |
| 3M | +17.9% | +50.0% | -32.1% | +11.2% |
| 6M | -2.6% | +67.3% | -69.9% | -9.9% |
| YTD | -26.4% | +43.6% | -70.0% | -30.7% |
| 1Y | -13.0% | +89.2% | -102.3% | -21.1% |
| 3Y | -11.2% | +502.5% | -513.7% | -32.4% |
| 5Y | -14.3% | +173.8% | -188.1% | -31.5% |
| All | +22.2% | +3,199.2% | -3,177.0% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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