-12.1%
CTSH vs FICO
-60.3%
+48.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -4.2% | +1.4% | -5.6% | -4.6% |
| 30D | +3.9% | -0.8% | +4.7% | +3.8% |
| 3M | +10.2% | -31.3% | +41.5% | +21.5% |
| 6M | +35.3% | -33.9% | +69.2% | +50.7% |
| YTD | -21.8% | -57.6% | +35.8% | +3.5% |
| 1Y | -12.1% | -59.7% | +47.5% | +18.2% |
| All | -12.1% | -60.3% | +48.1% | +18.2% |
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