+25.0%
CTSH vs FND
+70.0%
-45.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +3.0% |
| 7D | +1.8% | +6.8% | -5.0% | 0.0% |
| 30D | +9.8% | +13.1% | -3.3% | +6.1% |
| 3M | +12.1% | -13.1% | +25.2% | +15.2% |
| 6M | +27.4% | -0.6% | +28.0% | +25.5% |
| YTD | -20.3% | -15.5% | -4.7% | -19.2% |
| 1Y | -8.8% | -13.7% | +4.9% | -8.2% |
| 3Y | +4.0% | -35.0% | +39.0% | +7.1% |
| 5Y | -12.2% | -60.1% | +47.9% | -2.0% |
| All | +25.0% | +70.0% | -45.0% | +1.4% |
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