+22.0%
CTSH vs FICO
+605.7%
-583.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -16.7% | +13.1% | +2.2% |
| 7D | -2.7% | -19.2% | +16.5% | +4.3% |
| 30D | +12.4% | -14.6% | +27.0% | +17.9% |
| 3M | +17.4% | -20.1% | +37.5% | +25.5% |
| 6M | -3.1% | -36.3% | +33.2% | +10.5% |
| YTD | -23.6% | -44.9% | +21.3% | -8.5% |
| 1Y | -10.8% | -38.6% | +27.8% | +1.3% |
| 3Y | -8.3% | +4.0% | -12.3% | -19.9% |
| 5Y | -11.3% | +99.5% | -110.9% | -43.1% |
| All | +22.0% | +605.7% | -583.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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