+35.8%
CTSH vs FE
+105.3%
-69.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.2% |
| 7D | -0.6% | -1.0% | +0.4% | -0.2% |
| 30D | +13.4% | +4.1% | +9.3% | +11.7% |
| 3M | +14.4% | -1.0% | +15.4% | +14.8% |
| 6M | +27.7% | +4.0% | +23.7% | +25.5% |
| YTD | -20.6% | +6.8% | -27.4% | -23.1% |
| 1Y | -9.1% | +5.3% | -14.4% | -11.6% |
| 3Y | +3.1% | +44.6% | -41.5% | -13.2% |
| 5Y | -11.8% | +44.2% | -56.0% | -26.5% |
| All | +35.8% | +105.3% | -69.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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