+35.8%
CTSH vs FDX
+153.7%
-118.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.8% |
| 7D | -0.6% | -1.6% | +1.0% | -0.1% |
| 30D | +13.4% | +6.6% | +6.8% | +10.9% |
| 3M | +14.4% | -2.1% | +16.5% | +15.2% |
| 6M | +27.7% | +2.2% | +25.6% | +26.0% |
| YTD | -20.6% | +33.9% | -54.6% | -29.8% |
| 1Y | -9.1% | +50.2% | -59.4% | -23.1% |
| 3Y | +3.1% | +65.5% | -62.5% | -19.0% |
| 5Y | -11.8% | +74.1% | -85.8% | -34.4% |
| All | +35.8% | +153.7% | -118.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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