+35.8%
CTSH vs FN
+753.0%
-717.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.7% | -14.4% | -3.9% |
| 7D | -0.6% | 0.0% | -0.6% | -1.0% |
| 30D | +13.4% | -34.3% | +47.7% | +17.8% |
| 3M | +14.4% | -39.9% | +54.3% | +19.1% |
| 6M | +27.7% | -51.8% | +79.5% | +34.9% |
| YTD | -20.6% | -28.1% | +7.5% | -23.3% |
| 1Y | -9.1% | -29.1% | +19.9% | -12.5% |
| 3Y | +3.1% | +102.4% | -99.4% | -24.7% |
| 5Y | -11.8% | +171.7% | -183.4% | -41.8% |
| All | +35.8% | +753.0% | -717.3% | -28.4% |
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