+14,752.7%
CTSH vs FFIV
+7,518.9%
+7,233.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | +12.4% | -5.1% | +17.4% | +13.5% |
| 3M | +17.4% | -4.5% | +21.8% | +18.0% |
| 6M | -3.1% | +36.5% | -39.5% | -10.5% |
| YTD | -23.6% | +53.0% | -76.5% | -31.3% |
| 1Y | -10.8% | +24.2% | -35.0% | -16.2% |
| 3Y | -8.3% | +137.2% | -145.5% | -26.3% |
| 5Y | -11.3% | +91.8% | -103.1% | -25.6% |
| 10Y | +22.6% | +215.2% | -192.6% | -9.4% |
| All | +14,752.7% | +7,518.9% | +7,233.8% | +4,583.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling