-12.1%
CTSH vs FFIV
+39.5%
-51.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -0.6% | -8.1% | +7.5% | +2.0% |
| 30D | +13.4% | -33.4% | +46.8% | +27.6% |
| 3M | +14.4% | -24.7% | +39.2% | +22.3% |
| 6M | +27.7% | -8.8% | +36.6% | +24.6% |
| YTD | -20.6% | +21.8% | -42.4% | -32.1% |
| 1Y | -9.1% | +25.3% | -34.4% | -23.4% |
| 3Y | +3.1% | +101.2% | -98.1% | -33.8% |
| All | -12.1% | +39.5% | -51.5% | -37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling