+37.8%
CTSH vs FDS
+135.1%
-97.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | -2.3% | -5.0% | +2.7% | +0.3% |
| 30D | +7.4% | +13.8% | -6.3% | +0.7% |
| 3M | +10.9% | +14.8% | -3.9% | +3.3% |
| 6M | +24.7% | +47.4% | -22.7% | +2.1% |
| YTD | -22.0% | +14.2% | -36.1% | -28.3% |
| 1Y | -11.2% | +26.6% | -37.8% | -22.8% |
| 3Y | +3.9% | -24.4% | +28.3% | +14.9% |
| 5Y | -13.9% | -22.6% | +8.7% | -7.5% |
| 10Y | +37.8% | +130.0% | -92.2% | -14.8% |
| All | +37.8% | +135.1% | -97.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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