-12.0%
CTSH vs FGI
+17.8%
-29.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.5% | -0.4% |
| 7D | -2.1% | -14.4% | +12.3% | -2.0% |
| 30D | +1.4% | -11.8% | +13.2% | +1.4% |
| 3M | +7.5% | -46.2% | +53.7% | +8.0% |
| 6M | +39.6% | +5.2% | +34.4% | +38.4% |
| YTD | -22.3% | +10.5% | -32.8% | -22.2% |
| 1Y | -12.0% | +25.5% | -37.5% | -12.7% |
| All | -12.0% | +17.8% | -29.7% | -12.7% |
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