-10.8%
CTSH vs FGI
+81.8%
-92.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +7.5% | -11.2% | -3.7% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | +12.4% | +65.4% | -53.0% | +11.1% |
| 3M | +17.4% | +23.5% | -6.1% | +16.3% |
| 6M | -3.1% | +60.5% | -63.6% | -4.7% |
| YTD | -23.6% | +30.0% | -53.6% | -24.5% |
| 1Y | -10.8% | +82.1% | -92.9% | -12.5% |
| All | -10.8% | +81.8% | -92.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling