-14.4%
CTSH vs NTRA
+172.0%
-186.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.2% |
| 3M | +17.9% | +50.0% | -32.1% | +12.0% |
| 6M | -2.6% | +67.3% | -69.9% | -9.1% |
| YTD | -26.4% | +43.6% | -70.0% | -30.2% |
| 1Y | -13.0% | +89.2% | -102.3% | -20.2% |
| 3Y | -11.2% | +502.5% | -513.7% | -29.8% |
| All | -14.4% | +172.0% | -186.5% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling