-10.9%
CTSH vs FAST
+100.5%
-111.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.3% |
| 6M | -3.1% | +8.0% | -11.1% | -7.3% |
| YTD | -23.6% | +25.6% | -49.2% | -32.2% |
| 1Y | -10.8% | +0.8% | -11.6% | -12.4% |
| 3Y | -8.3% | +86.1% | -94.4% | -35.7% |
| All | -10.9% | +100.5% | -111.5% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling