+22.2%
CTSH vs FANG
+182.5%
-160.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | -3.7% | +2.9% | -6.6% | -4.1% |
| 30D | +3.7% | +2.6% | +1.1% | +3.2% |
| 3M | +17.9% | +7.6% | +10.3% | +16.4% |
| 6M | -2.6% | +17.3% | -20.0% | -5.6% |
| YTD | -26.4% | +38.7% | -65.1% | -30.6% |
| 1Y | -13.0% | +51.6% | -64.7% | -19.3% |
| 3Y | -11.2% | +50.0% | -61.2% | -18.6% |
| 5Y | -14.3% | +237.6% | -251.8% | -31.9% |
| All | +22.2% | +182.5% | -160.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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