-9.3%
CTSH vs FICO
+84.1%
-93.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.9% |
| 7D | +6.4% | -0.3% | +6.7% | +6.5% |
| 30D | +16.3% | +1.7% | +14.6% | +15.3% |
| 3M | +20.0% | -35.2% | +55.2% | +31.7% |
| 6M | +29.9% | -33.7% | +63.6% | +41.6% |
| YTD | -18.4% | -58.2% | +39.8% | -1.0% |
| 1Y | -8.9% | -56.6% | +47.7% | +9.4% |
| 3Y | +6.0% | -24.0% | +30.0% | +2.9% |
| 5Y | -9.3% | +86.1% | -95.3% | -34.0% |
| All | -9.3% | +84.1% | -93.3% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling