+35.7%
CTSH vs FFIV
+124.6%
-88.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -4.2% | +1.9% | -6.1% | -4.9% |
| 30D | +3.9% | -33.3% | +37.2% | +18.8% |
| 3M | +10.2% | -24.9% | +35.1% | +19.4% |
| 6M | +35.3% | -10.5% | +45.8% | +34.8% |
| YTD | -21.8% | +24.4% | -46.2% | -32.9% |
| 1Y | -12.1% | +32.3% | -44.4% | -26.6% |
| 3Y | +2.0% | +99.7% | -97.7% | -31.3% |
| 5Y | -15.3% | +38.4% | -53.7% | -34.6% |
| All | +35.7% | +124.6% | -88.9% | -20.0% |
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