-12.2%
CTSH vs FE
+48.8%
-61.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +1.8% | -0.5% | +2.4% | +2.0% |
| 30D | +9.8% | +4.3% | +5.5% | +8.7% |
| 3M | +12.1% | +0.4% | +11.7% | +11.9% |
| 6M | +27.4% | +6.9% | +20.5% | +25.0% |
| YTD | -20.3% | +8.0% | -28.3% | -22.4% |
| 1Y | -8.8% | +4.8% | -13.6% | -10.5% |
| 3Y | +4.0% | +49.0% | -44.9% | -10.6% |
| 5Y | -12.2% | +46.2% | -58.4% | -25.3% |
| All | -12.2% | +48.8% | -61.0% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling