+36,578.7%
CTSH vs FAST
+5,962.3%
+30,616.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.4% |
| 7D | +6.4% | +0.7% | +5.8% | +6.1% |
| 30D | +16.3% | +4.6% | +11.6% | +13.7% |
| 3M | +20.0% | +6.4% | +13.6% | +16.3% |
| 6M | +29.9% | +20.6% | +9.3% | +18.2% |
| YTD | -18.4% | +34.7% | -53.0% | -30.3% |
| 1Y | -8.9% | +29.7% | -38.5% | -20.7% |
| 3Y | +6.0% | +89.9% | -83.9% | -24.6% |
| 5Y | -9.3% | +105.0% | -114.2% | -38.6% |
| 10Y | +46.7% | +594.2% | -547.5% | -47.0% |
| All | +36,578.7% | +5,962.3% | +30,616.4% | +3,873.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling