-10.8%
CTSH vs FDS
+26.9%
-37.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.5% |
| 7D | -2.3% | -5.0% | +2.7% | +0.5% |
| 30D | +7.4% | +13.8% | -6.3% | +0.1% |
| 3M | +10.9% | +14.8% | -3.9% | +2.6% |
| 6M | +24.7% | +47.4% | -22.7% | +1.1% |
| YTD | -22.0% | +14.2% | -36.1% | -29.9% |
| All | -10.8% | +26.9% | -37.7% | -22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling