-10.9%
CTSH vs FIS
-62.1%
+51.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.2% |
| 7D | -2.7% | +1.1% | -3.8% | -3.2% |
| 30D | +12.4% | -2.2% | +14.6% | +13.3% |
| 3M | +17.4% | +2.1% | +15.2% | +16.6% |
| 6M | -3.1% | -14.7% | +11.6% | +3.3% |
| YTD | -23.6% | -35.7% | +12.1% | -9.3% |
| 1Y | -10.8% | -37.1% | +26.2% | +6.4% |
| 3Y | -8.3% | -20.0% | +11.7% | -2.3% |
| All | -10.9% | -62.1% | +51.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling