+31,981.5%
CTSH vs NTRS
+842.6%
+31,138.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -8.2% | +0.9% | -9.1% | -8.6% |
| 30D | +0.4% | -1.2% | +1.6% | +0.9% |
| 3M | +10.6% | +8.8% | +1.8% | +5.7% |
| 6M | -8.8% | +34.7% | -43.5% | -21.7% |
| YTD | -28.6% | +37.2% | -65.9% | -39.4% |
| 1Y | -15.9% | +46.3% | -62.3% | -30.9% |
| 3Y | -13.9% | +163.2% | -177.1% | -48.1% |
| 5Y | -17.1% | +86.9% | -104.0% | -42.8% |
| 10Y | +21.0% | +250.9% | -229.9% | -42.5% |
| All | +31,981.5% | +842.6% | +31,138.8% | +5,613.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling