+35,575.5%
CTSH vs FDS
+6,073.0%
+29,502.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.0% |
| 7D | -0.6% | -0.5% | -0.1% | -0.4% |
| 30D | +13.4% | +20.2% | -6.8% | +4.1% |
| 3M | +14.4% | +19.9% | -5.4% | +5.0% |
| 6M | +27.7% | +56.2% | -28.4% | +3.2% |
| YTD | -20.6% | +14.6% | -35.2% | -26.6% |
| 1Y | -9.1% | +31.6% | -40.7% | -21.6% |
| 3Y | +3.1% | -23.8% | +26.9% | +12.7% |
| 5Y | -11.8% | -22.6% | +10.8% | -5.6% |
| 10Y | +42.7% | +139.3% | -96.6% | -12.3% |
| All | +35,575.5% | +6,073.0% | +29,502.4% | +3,074.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling