+6.0%
CTSH vs FICO
-24.0%
+29.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.9% |
| 7D | +6.4% | -0.3% | +6.7% | +6.4% |
| 30D | +16.3% | +1.7% | +14.6% | +15.4% |
| 3M | +20.0% | -35.2% | +55.2% | +30.8% |
| 6M | +29.9% | -33.7% | +63.6% | +41.1% |
| YTD | -18.4% | -58.2% | +39.8% | -3.5% |
| 1Y | -8.9% | -56.6% | +47.7% | +6.9% |
| All | +6.0% | -24.0% | +29.9% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling