+34,247.0%
CTSH vs FDS
+5,584.9%
+28,662.1%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.5% | -0.1% | -2.0% |
| 7D | -2.7% | -1.9% | -0.8% | -1.8% |
| 30D | +12.4% | +9.0% | +3.3% | +7.9% |
| 3M | +17.4% | +18.9% | -1.5% | +8.0% |
| 6M | -3.1% | +35.1% | -38.2% | -16.3% |
| YTD | -23.6% | +5.5% | -29.1% | -26.5% |
| 1Y | -10.8% | -16.8% | +6.0% | -5.5% |
| 3Y | -8.3% | -28.1% | +19.8% | +3.0% |
| 5Y | -11.3% | -17.4% | +6.1% | -7.9% |
| 10Y | +22.6% | +85.4% | -62.8% | -15.4% |
| All | +34,247.0% | +5,584.9% | +28,662.1% | +3,080.3% |
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