+15,258.1%
CTSH vs FFIV
+6,144.1%
+9,114.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.1% |
| 7D | -2.1% | -2.9% | +0.9% | -1.5% |
| 30D | +8.0% | -32.4% | +40.4% | +16.8% |
| 3M | +10.6% | -22.7% | +33.3% | +15.7% |
| 6M | +32.5% | -10.7% | +43.2% | +33.5% |
| YTD | -21.0% | +25.4% | -46.3% | -26.6% |
| 1Y | -9.9% | +34.2% | -44.1% | -17.7% |
| 3Y | +3.1% | +101.2% | -98.1% | -14.9% |
| 5Y | -13.4% | +42.0% | -55.4% | -23.1% |
| 10Y | +37.1% | +126.7% | -89.6% | +7.9% |
| All | +15,258.1% | +6,144.1% | +9,114.0% | +4,903.6% |
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