-9.9%
CTSH vs FN
-19.6%
+9.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.8% | 0.0% |
| 7D | -2.1% | +8.0% | -10.1% | -0.5% |
| 30D | +8.0% | -19.1% | +27.1% | +6.3% |
| 3M | +10.6% | -29.8% | +40.4% | +7.8% |
| 6M | +32.5% | -43.2% | +75.7% | +29.2% |
| YTD | -21.0% | -18.9% | -2.0% | -24.1% |
| 1Y | -9.9% | -17.9% | +8.0% | -13.7% |
| All | -9.9% | -19.6% | +9.7% | -13.7% |
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