-10.8%
CTSH vs FICO
-58.5%
+47.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.5% | -2.5% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | +7.4% | +8.4% | -1.0% | +4.3% |
| 3M | +10.9% | -30.5% | +41.4% | +21.8% |
| 6M | +24.7% | -35.7% | +60.4% | +40.2% |
| YTD | -22.0% | -57.2% | +35.2% | +2.4% |
| All | -10.8% | -58.5% | +47.8% | +18.4% |
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