+37.8%
CTSH vs FFIV
+132.4%
-94.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -4.0% | -2.5% |
| 7D | -2.3% | -2.1% | -0.2% | -1.7% |
| 30D | +7.4% | -33.8% | +41.2% | +23.2% |
| 3M | +10.9% | -20.6% | +31.5% | +17.4% |
| 6M | +24.7% | -10.2% | +34.9% | +24.1% |
| YTD | -22.0% | +24.5% | -46.5% | -33.0% |
| 1Y | -11.2% | +29.3% | -40.5% | -25.0% |
| 3Y | +3.9% | +103.8% | -99.9% | -30.7% |
| 5Y | -13.9% | +40.9% | -54.8% | -34.1% |
| 10Y | +37.8% | +126.6% | -88.8% | -18.5% |
| All | +37.8% | +132.4% | -94.6% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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