-11.2%
CTSH vs NTRS
+168.2%
-179.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.5% |
| 7D | -3.7% | +1.4% | -5.1% | -4.1% |
| 30D | +3.7% | -0.7% | +4.3% | +3.8% |
| 3M | +17.9% | +11.3% | +6.6% | +13.1% |
| 6M | -2.6% | +35.5% | -38.2% | -13.6% |
| YTD | -26.4% | +40.6% | -67.0% | -35.7% |
| 1Y | -13.0% | +49.2% | -62.2% | -25.8% |
| 3Y | -11.2% | +167.2% | -178.4% | -38.8% |
| All | -11.2% | +168.2% | -179.4% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling