+92.2%
CTSH vs FANG
+1,395.6%
-1,303.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.5% | -4.4% | -3.1% |
| 7D | -8.2% | -0.4% | -7.8% | -8.1% |
| 30D | +0.4% | +2.4% | -2.0% | 0.0% |
| 3M | +10.6% | +4.9% | +5.7% | +9.5% |
| 6M | -8.8% | +12.0% | -20.8% | -11.0% |
| YTD | -28.6% | +37.1% | -65.7% | -32.7% |
| 1Y | -15.9% | +52.3% | -68.2% | -22.2% |
| 3Y | -13.9% | +45.0% | -58.8% | -20.8% |
| 5Y | -17.1% | +231.0% | -248.1% | -34.6% |
| 10Y | +21.0% | +177.5% | -156.5% | -13.9% |
| All | +92.2% | +1,395.6% | -1,303.4% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling