+35.7%
CTSH vs FERG
+421.0%
-385.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.6% | -0.5% |
| 7D | -4.2% | +8.2% | -12.4% | -5.5% |
| 30D | +3.9% | +14.4% | -10.4% | +1.5% |
| 3M | +10.2% | +4.3% | +5.8% | +9.1% |
| 6M | +35.3% | +7.9% | +27.4% | +32.7% |
| YTD | -21.8% | +16.3% | -38.1% | -24.6% |
| 1Y | -12.1% | +2.2% | -14.4% | -13.4% |
| 3Y | +2.0% | +67.3% | -65.3% | -9.0% |
| 5Y | -15.3% | +75.3% | -90.6% | -27.0% |
| All | +35.7% | +421.0% | -385.3% | +6.9% |
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