+22.5%
CTSH vs FFIV
+224.0%
-201.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -5.5% | -1.5% | -3.9% | -4.9% |
| 30D | +4.5% | -2.7% | +7.2% | +5.4% |
| 3M | +13.7% | -1.7% | +15.4% | +13.3% |
| 6M | -8.4% | +36.1% | -44.5% | -20.8% |
| YTD | -26.5% | +52.6% | -79.1% | -39.7% |
| 1Y | -13.9% | +21.5% | -35.4% | -22.8% |
| 3Y | -11.3% | +142.7% | -154.0% | -42.4% |
| 5Y | -14.8% | +92.6% | -107.4% | -40.4% |
| 10Y | +22.5% | +225.5% | -203.0% | -31.0% |
| All | +22.5% | +224.0% | -201.5% | -31.0% |
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