-13.0%
CTSH vs FERG
+1.0%
-14.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.9% |
| 7D | -3.7% | -2.6% | -1.1% | -3.7% |
| 30D | +3.7% | -8.9% | +12.6% | +3.6% |
| 3M | +17.9% | -2.0% | +20.0% | +17.6% |
| 6M | -2.6% | -3.2% | +0.5% | -3.2% |
| YTD | -26.4% | +1.5% | -27.9% | -27.7% |
| 1Y | -13.0% | +0.5% | -13.5% | -14.2% |
| All | -13.0% | +1.0% | -14.0% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling