+22.0%
CTSH vs FAST
+492.5%
-470.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.9% |
| 7D | -2.7% | -0.4% | -2.3% | -2.6% |
| 30D | +12.4% | -0.8% | +13.1% | +12.6% |
| 3M | +17.4% | +5.8% | +11.6% | +14.1% |
| 6M | -3.1% | +8.0% | -11.1% | -7.5% |
| YTD | -23.6% | +25.6% | -49.2% | -32.1% |
| 1Y | -10.8% | +0.8% | -11.6% | -12.6% |
| 3Y | -8.3% | +86.1% | -94.4% | -34.0% |
| 5Y | -11.3% | +100.2% | -111.5% | -39.1% |
| All | +22.0% | +492.5% | -470.6% | -40.5% |
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