-14.9%
CTSH vs FGI
-68.3%
+53.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | -0.9% |
| 7D | -2.1% | +6.9% | -8.9% | -2.1% |
| 30D | +8.0% | +3.9% | +4.0% | +7.9% |
| 3M | +10.6% | +74.3% | -63.7% | +9.3% |
| 6M | +32.5% | +28.9% | +3.6% | +31.2% |
| YTD | -21.0% | +39.1% | -60.1% | -22.1% |
| 1Y | -9.9% | +49.3% | -59.2% | -11.5% |
| 3Y | +3.1% | +5.7% | -2.6% | +1.4% |
| All | -14.9% | -68.3% | +53.4% | -14.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling