+22.5%
CTSH vs FIS
-40.5%
+63.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.9% | +2.1% | -0.9% |
| 7D | -5.5% | -3.5% | -2.0% | -3.8% |
| 30D | +4.5% | -7.8% | +12.3% | +8.7% |
| 3M | +13.7% | +0.8% | +12.9% | +13.6% |
| 6M | -8.4% | -21.9% | +13.5% | +3.4% |
| YTD | -26.5% | -39.5% | +13.0% | -6.1% |
| 1Y | -13.9% | -41.0% | +27.1% | +10.8% |
| 3Y | -11.3% | -23.6% | +12.3% | -2.7% |
| 5Y | -14.8% | -65.6% | +50.8% | +36.7% |
| 10Y | +22.5% | -40.2% | +62.7% | +47.4% |
| All | +22.5% | -40.5% | +63.0% | +47.4% |
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