+187.3%
CTSH vs FN
+3,020.0%
-2,832.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.0% | +9.0% | +3.8% |
| 7D | -0.9% | -7.0% | +6.1% | -0.2% |
| 30D | +13.1% | -24.7% | +37.8% | +16.3% |
| 3M | +17.9% | -35.7% | +53.5% | +22.7% |
| 6M | +28.5% | -52.4% | +80.9% | +37.1% |
| YTD | -19.3% | -25.0% | +5.6% | -21.7% |
| 1Y | -7.6% | -25.7% | +18.0% | -10.6% |
| 3Y | +4.8% | +110.2% | -105.4% | -20.2% |
| 5Y | -9.9% | +192.3% | -202.3% | -37.1% |
| 10Y | +45.0% | +812.3% | -767.2% | -19.3% |
| All | +187.3% | +3,020.0% | -2,832.7% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling