+22.5%
CTSH vs FDX
+178.0%
-155.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -2.9% |
| 7D | -5.5% | -3.3% | -2.2% | -4.3% |
| 30D | +4.5% | -1.4% | +5.9% | +5.0% |
| 3M | +13.7% | -4.5% | +18.3% | +15.0% |
| 6M | -8.4% | +9.4% | -17.8% | -12.4% |
| YTD | -26.5% | +36.0% | -62.5% | -35.4% |
| 1Y | -13.9% | +75.5% | -89.4% | -31.3% |
| 3Y | -11.3% | +62.8% | -74.1% | -29.9% |
| 5Y | -14.8% | +64.4% | -79.2% | -35.3% |
| 10Y | +22.5% | +175.5% | -152.9% | -35.4% |
| All | +22.5% | +178.0% | -155.4% | -35.4% |
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