-12.1%
CTSH vs FN
-21.9%
+9.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.1% | -1.6% |
| 7D | -4.2% | +20.8% | -25.0% | -1.3% |
| 30D | +3.9% | -17.3% | +21.2% | +2.5% |
| 3M | +10.2% | -38.1% | +48.3% | +5.7% |
| 6M | +35.3% | -44.2% | +79.5% | +31.2% |
| YTD | -21.8% | -22.3% | +0.5% | -25.4% |
| 1Y | -12.1% | -20.9% | +8.8% | -16.5% |
| All | -12.1% | -21.9% | +9.8% | -16.5% |
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