-15.3%
CTSH vs FFIV
+39.0%
-54.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.3% | -0.8% |
| 7D | -4.2% | +1.9% | -6.1% | -4.8% |
| 30D | +3.9% | -33.3% | +37.2% | +17.1% |
| 3M | +10.2% | -24.9% | +35.1% | +18.1% |
| 6M | +35.3% | -10.5% | +45.8% | +33.4% |
| YTD | -21.8% | +24.4% | -46.2% | -33.6% |
| 1Y | -12.1% | +32.3% | -44.4% | -27.5% |
| 3Y | +2.0% | +99.7% | -97.7% | -33.9% |
| All | -15.3% | +39.0% | -54.3% | -38.7% |
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