+10.8%
CTSH vs NTRA
+1,700.8%
-1,690.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.2% | -2.6% | -3.7% |
| 7D | -5.5% | +1.1% | -6.5% | -5.6% |
| 30D | +4.5% | +0.6% | +3.9% | +4.4% |
| 3M | +13.7% | +51.8% | -38.1% | +7.5% |
| 6M | -8.4% | +63.6% | -72.0% | -14.6% |
| YTD | -26.5% | +41.5% | -68.0% | -30.4% |
| 1Y | -13.9% | +93.6% | -107.6% | -21.7% |
| 3Y | -11.3% | +498.0% | -509.4% | -31.2% |
| 5Y | -14.8% | +172.5% | -187.3% | -31.1% |
| 10Y | +22.5% | +2,960.8% | -2,938.3% | -27.5% |
| All | +10.8% | +1,700.8% | -1,690.0% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling