+34.8%
CTSH vs FERG
+424.2%
-389.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.7% |
| 7D | -2.1% | +9.7% | -11.9% | -3.7% |
| 30D | +1.4% | +15.0% | -13.7% | -1.1% |
| 3M | +7.5% | +3.8% | +3.7% | +6.5% |
| 6M | +39.6% | +10.6% | +29.0% | +36.3% |
| YTD | -22.3% | +17.0% | -39.3% | -25.2% |
| 1Y | -12.0% | +7.1% | -19.0% | -13.9% |
| 3Y | +1.8% | +67.7% | -65.9% | -9.2% |
| 5Y | -15.8% | +76.4% | -92.3% | -27.5% |
| All | +34.8% | +424.2% | -389.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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