-11.3%
CTSH vs FERG
+54.4%
-65.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.7% |
| 7D | -5.5% | +3.4% | -8.8% | -6.0% |
| 30D | +4.5% | -11.5% | +16.0% | +6.7% |
| 3M | +13.7% | +1.3% | +12.5% | +12.8% |
| 6M | -8.4% | -1.0% | -7.4% | -9.2% |
| YTD | -26.5% | +3.2% | -29.7% | -28.1% |
| 1Y | -13.9% | -3.0% | -11.0% | -14.7% |
| 3Y | -11.3% | +55.0% | -66.4% | -22.2% |
| All | -11.3% | +54.4% | -65.7% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling