+4,282.7%
CTSH vs FIS
+229.2%
+4,053.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -1.6% |
| 7D | -0.6% | -25.5% | +24.9% | +12.6% |
| 30D | +13.4% | -15.1% | +28.5% | +19.9% |
| 3M | +14.4% | -32.1% | +46.5% | +36.0% |
| 6M | +27.7% | -36.1% | +63.8% | +57.1% |
| YTD | -20.6% | -55.4% | +34.8% | +18.2% |
| 1Y | -9.1% | -53.9% | +44.8% | +32.8% |
| 3Y | +3.1% | -39.8% | +42.8% | +26.0% |
| 5Y | -11.8% | -71.1% | +59.3% | +50.8% |
| 10Y | +42.7% | -53.8% | +96.5% | +81.8% |
| All | +4,282.7% | +229.2% | +4,053.5% | +1,855.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling