-14.5%
CTSH vs FGI
-70.6%
+56.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.7% |
| 7D | -0.6% | -7.0% | +6.4% | -0.5% |
| 30D | +13.4% | -4.2% | +17.6% | +13.4% |
| 3M | +14.4% | +55.6% | -41.2% | +13.2% |
| 6M | +27.7% | -3.2% | +30.9% | +26.8% |
| YTD | -20.6% | +29.1% | -49.7% | -21.7% |
| 1Y | -9.1% | +51.0% | -60.1% | -10.7% |
| 3Y | +3.1% | +1.5% | +1.6% | +1.2% |
| All | -14.5% | -70.6% | +56.0% | -14.2% |
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