-10.9%
CTSH vs FFIV
+91.3%
-102.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.4% |
| 7D | -2.7% | -1.0% | -1.7% | -2.4% |
| 30D | +12.4% | -5.1% | +17.4% | +14.3% |
| 3M | +17.4% | -4.5% | +21.8% | +18.2% |
| 6M | -3.1% | +36.5% | -39.5% | -16.5% |
| YTD | -23.6% | +53.0% | -76.5% | -37.5% |
| 1Y | -10.8% | +24.2% | -35.0% | -20.8% |
| 3Y | -8.3% | +137.2% | -145.5% | -41.3% |
| All | -10.9% | +91.3% | -102.2% | -40.2% |
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