+34,247.0%
CTSH vs FDX
+1,499.3%
+32,747.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.4% |
| 7D | -2.7% | -2.5% | -0.2% | -1.6% |
| 30D | +12.4% | +3.8% | +8.6% | +10.5% |
| 3M | +17.4% | -1.3% | +18.7% | +17.2% |
| 6M | -3.1% | +5.0% | -8.1% | -6.6% |
| YTD | -23.6% | +39.6% | -63.2% | -35.2% |
| 1Y | -10.8% | +81.1% | -92.0% | -32.7% |
| 3Y | -8.3% | +63.0% | -71.3% | -30.6% |
| 5Y | -11.3% | +65.6% | -76.9% | -36.2% |
| 10Y | +22.6% | +183.4% | -160.7% | -37.1% |
| All | +34,247.0% | +1,499.3% | +32,747.7% | +8,928.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling