+37.1%
CTSH vs FAST
+541.5%
-504.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.4% |
| 7D | -2.1% | +4.3% | -6.3% | -3.9% |
| 30D | +8.0% | +8.3% | -0.4% | +3.9% |
| 3M | +10.6% | +6.5% | +4.1% | +7.2% |
| 6M | +32.5% | +29.5% | +3.0% | +17.0% |
| YTD | -21.0% | +41.3% | -62.2% | -33.8% |
| 1Y | -9.9% | +37.4% | -47.3% | -23.5% |
| 3Y | +3.1% | +98.5% | -95.4% | -28.3% |
| 5Y | -13.4% | +111.1% | -124.5% | -42.6% |
| 10Y | +37.1% | +548.6% | -511.4% | -36.2% |
| All | +37.1% | +541.5% | -504.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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