-10.8%
CTSH vs FN
+17.1%
-27.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -3.3% |
| 7D | -2.7% | -1.7% | -1.0% | -2.9% |
| 30D | +12.4% | -22.0% | +34.3% | +9.9% |
| 3M | +17.4% | -43.0% | +60.4% | +14.3% |
| 6M | -3.1% | -27.7% | +24.7% | -5.2% |
| YTD | -23.6% | -10.5% | -13.1% | -26.9% |
| 1Y | -10.8% | +12.5% | -23.3% | -15.3% |
| All | -10.8% | +17.1% | -27.9% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling