-17.1%
CTSH vs FISV
-58.4%
+41.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.5% | -1.7% |
| 7D | -8.2% | -6.4% | -1.8% | -6.5% |
| 30D | +0.4% | -6.8% | +7.2% | +2.3% |
| 3M | +10.6% | -10.0% | +20.5% | +13.8% |
| 6M | -8.8% | -20.6% | +11.8% | -3.5% |
| YTD | -28.6% | -27.6% | -1.0% | -22.9% |
| 1Y | -15.9% | -64.3% | +48.4% | +2.3% |
| 3Y | -13.9% | -60.0% | +46.1% | -11.3% |
| 5Y | -17.1% | -57.7% | +40.6% | -21.7% |
| All | -17.1% | -58.4% | +41.3% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling