+37.8%
CTSH vs FIS
-54.6%
+92.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.1% |
| 7D | -2.3% | -29.4% | +27.1% | +12.6% |
| 30D | +7.4% | -16.7% | +24.2% | +13.8% |
| 3M | +10.9% | -33.0% | +43.9% | +30.9% |
| 6M | +24.7% | -33.3% | +58.0% | +48.1% |
| YTD | -22.0% | -56.0% | +34.0% | +13.1% |
| 1Y | -11.2% | -54.6% | +43.4% | +26.8% |
| 3Y | +3.9% | -40.6% | +44.5% | +25.4% |
| 5Y | -13.9% | -71.9% | +58.0% | +46.9% |
| 10Y | +37.8% | -55.3% | +93.1% | +86.3% |
| All | +37.8% | -54.6% | +92.4% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling