+22.2%
CTSH vs FISV
+3.1%
+19.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.5% | +0.7% |
| 7D | -3.7% | -2.7% | -1.0% | -2.7% |
| 30D | +3.7% | 0.0% | +3.7% | +3.6% |
| 3M | +17.9% | -2.8% | +20.7% | +19.2% |
| 6M | -2.6% | -11.8% | +9.2% | +1.9% |
| YTD | -26.4% | -23.2% | -3.2% | -18.8% |
| 1Y | -13.0% | -62.0% | +49.0% | +17.1% |
| 3Y | -11.2% | -57.6% | +46.4% | +2.3% |
| 5Y | -14.3% | -53.4% | +39.1% | -9.0% |
| All | +22.2% | +3.1% | +19.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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