-10.9%
CTSH vs FN
+289.0%
-300.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -3.8% |
| 7D | -2.7% | -1.7% | -1.0% | -2.6% |
| 30D | +12.4% | -22.0% | +34.3% | +13.7% |
| 3M | +17.4% | -43.0% | +60.4% | +21.8% |
| 6M | -3.1% | -27.7% | +24.7% | -3.5% |
| YTD | -23.6% | -10.5% | -13.1% | -26.8% |
| 1Y | -10.8% | +12.5% | -23.3% | -18.1% |
| 3Y | -8.3% | +153.8% | -162.1% | -32.3% |
| All | -10.9% | +289.0% | -300.0% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling