+38.4%
CTSH vs FFIV
+128.1%
-89.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +1.8% | -4.2% | +6.0% | +3.3% |
| 30D | +9.8% | -33.9% | +43.7% | +25.9% |
| 3M | +12.1% | -22.6% | +34.7% | +20.0% |
| 6M | +27.4% | -10.4% | +37.8% | +26.9% |
| YTD | -20.3% | +24.3% | -44.6% | -31.5% |
| 1Y | -8.8% | +31.8% | -40.6% | -23.7% |
| 3Y | +4.0% | +99.5% | -95.5% | -29.9% |
| 5Y | -12.2% | +40.7% | -52.9% | -32.7% |
| All | +38.4% | +128.1% | -89.8% | -18.3% |
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