+27.4%
CTSH vs FDS
+85.5%
-58.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -1.9% |
| 7D | -2.7% | -1.9% | -0.8% | -1.8% |
| 30D | +12.4% | +9.0% | +3.3% | +7.6% |
| 3M | +17.4% | +18.9% | -1.5% | +7.5% |
| 6M | -3.1% | +35.1% | -38.2% | -17.0% |
| YTD | -23.6% | +5.5% | -29.1% | -26.8% |
| 1Y | -10.8% | -16.8% | +6.0% | -5.1% |
| 3Y | -8.3% | -28.1% | +19.8% | +3.8% |
| 5Y | -11.3% | -17.4% | +6.1% | -8.0% |
| All | +27.4% | +85.5% | -58.1% | -13.1% |
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