+212.7%
CTSH vs FERG
+1,577.3%
-1,364.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.8% | -1.1% |
| 7D | -2.1% | +6.4% | -8.5% | -2.9% |
| 30D | +8.0% | +19.9% | -12.0% | +5.6% |
| 3M | +10.6% | +5.6% | +5.0% | +9.7% |
| 6M | +32.5% | +9.2% | +23.3% | +30.6% |
| YTD | -21.0% | +20.6% | -41.6% | -23.3% |
| 1Y | -9.9% | +5.7% | -15.6% | -11.1% |
| 3Y | +3.1% | +73.6% | -70.5% | -4.8% |
| 5Y | -13.4% | +86.2% | -99.6% | -21.8% |
| 10Y | +37.1% | +440.7% | -403.5% | +17.5% |
| All | +212.7% | +1,577.3% | -1,364.6% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling