+6.0%
CTSH vs FN
+80.0%
-74.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.2% | +15.4% | +0.8% |
| 7D | +6.4% | -16.0% | +22.4% | +6.1% |
| 30D | +16.3% | -40.1% | +56.4% | +15.7% |
| 3M | +20.0% | -43.9% | +63.9% | +19.4% |
| 6M | +29.9% | -55.6% | +85.6% | +30.2% |
| YTD | -18.4% | -35.7% | +17.3% | -21.4% |
| 1Y | -8.9% | -39.8% | +31.0% | -11.9% |
| All | +6.0% | +80.0% | -74.0% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling