+1.8%
CTSH vs FE
+50.7%
-48.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -2.1% | +1.2% | -3.4% | -2.3% |
| 30D | +1.4% | +4.5% | -3.1% | +0.9% |
| 3M | +7.5% | +1.3% | +6.1% | +7.2% |
| 6M | +39.6% | +8.7% | +30.9% | +38.3% |
| YTD | -22.3% | +9.2% | -31.5% | -23.5% |
| 1Y | -12.0% | +7.0% | -18.9% | -13.0% |
| 3Y | +1.8% | +51.4% | -49.6% | -8.2% |
| All | +1.8% | +50.7% | -48.9% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling