+12.0%
CTSH vs FND
+57.3%
-45.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | -8.2% | -0.8% | -7.4% | -8.0% |
| 30D | +0.4% | -19.6% | +20.0% | +5.7% |
| 3M | +10.6% | -4.3% | +14.9% | +10.7% |
| 6M | -8.8% | -20.4% | +11.6% | -5.2% |
| YTD | -28.6% | -21.9% | -6.8% | -25.9% |
| 1Y | -15.9% | -45.2% | +29.3% | -5.0% |
| 3Y | -13.9% | -49.2% | +35.4% | -5.3% |
| 5Y | -17.1% | -61.8% | +44.7% | -6.4% |
| All | +12.0% | +57.3% | -45.3% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling