+1.8%
CTSH vs FIS
-38.7%
+40.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -2.3% |
| 7D | -2.1% | +2.8% | -5.0% | -3.5% |
| 30D | +1.4% | -16.7% | +18.1% | +5.5% |
| 3M | +7.5% | -32.3% | +39.7% | +24.1% |
| 6M | +39.6% | -29.1% | +68.6% | +57.8% |
| YTD | -22.3% | -54.1% | +31.8% | +2.7% |
| 1Y | -12.0% | -53.7% | +41.8% | +16.0% |
| 3Y | +1.8% | -38.8% | +40.6% | +25.9% |
| All | +1.8% | -38.7% | +40.5% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling