+6.0%
CTSH vs FAST
+91.5%
-85.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | +6.4% | +0.7% | +5.8% | +6.2% |
| 30D | +16.3% | +4.6% | +11.6% | +14.5% |
| 3M | +20.0% | +6.4% | +13.6% | +17.5% |
| 6M | +29.9% | +20.6% | +9.3% | +21.9% |
| YTD | -18.4% | +34.7% | -53.0% | -27.4% |
| 1Y | -8.9% | +29.7% | -38.5% | -17.8% |
| All | +6.0% | +91.5% | -85.5% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling