+34.8%
CTSH vs FN
+700.1%
-665.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | +0.1% |
| 7D | -2.1% | +0.3% | -2.4% | -2.3% |
| 30D | +1.4% | -16.5% | +17.9% | +2.5% |
| 3M | +7.5% | -42.1% | +49.6% | +12.3% |
| 6M | +39.6% | -52.9% | +92.4% | +48.0% |
| YTD | -22.3% | -28.0% | +5.7% | -25.1% |
| 1Y | -12.0% | -18.5% | +6.6% | -17.4% |
| 3Y | +1.8% | +93.9% | -92.1% | -25.0% |
| 5Y | -15.8% | +170.5% | -186.3% | -44.6% |
| All | +34.8% | +700.1% | -665.3% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling