-12.1%
CTSH vs FGI
-70.3%
+58.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +6.4% | -11.6% | +18.0% | +6.5% |
| 30D | +16.3% | -3.3% | +19.6% | +16.3% |
| 3M | +20.0% | +65.6% | -45.6% | +18.6% |
| 6M | +29.9% | -2.8% | +32.7% | +29.0% |
| YTD | -18.4% | +30.1% | -48.5% | -19.5% |
| 1Y | -8.9% | +50.2% | -59.0% | -10.4% |
| 3Y | +6.0% | -0.4% | +6.4% | +4.2% |
| All | -12.1% | -70.3% | +58.2% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling