-14.8%
CTSH vs FERG
+72.9%
-87.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.6% |
| 7D | -5.5% | +3.4% | -8.8% | -6.4% |
| 30D | +4.5% | -11.5% | +16.0% | +8.1% |
| 3M | +13.7% | +1.3% | +12.5% | +12.3% |
| 6M | -8.4% | -1.0% | -7.4% | -9.6% |
| YTD | -26.5% | +3.2% | -29.7% | -28.7% |
| 1Y | -13.9% | -3.0% | -11.0% | -15.1% |
| 3Y | -11.3% | +55.0% | -66.4% | -30.5% |
| 5Y | -14.8% | +72.6% | -87.5% | -39.9% |
| All | -14.8% | +72.9% | -87.7% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling