-12.0%
CTSH vs FICO
-59.4%
+47.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.1% | +2.2% | -4.4% | -2.8% |
| 30D | +1.4% | +0.1% | +1.3% | +1.0% |
| 3M | +7.5% | -35.2% | +42.6% | +21.3% |
| 6M | +39.6% | -32.4% | +71.9% | +54.3% |
| YTD | -22.3% | -57.4% | +35.1% | +2.6% |
| 1Y | -12.0% | -58.5% | +46.6% | +17.2% |
| All | -12.0% | -59.4% | +47.5% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling