-12.2%
CTSH vs FND
-61.3%
+49.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.5% | +5.7% | +2.9% |
| 7D | +1.8% | +6.8% | -5.0% | +0.2% |
| 30D | +9.8% | +13.1% | -3.3% | +6.5% |
| 3M | +12.1% | -13.1% | +25.2% | +14.8% |
| 6M | +27.4% | -0.6% | +28.0% | +25.7% |
| YTD | -20.3% | -15.5% | -4.7% | -19.2% |
| 1Y | -8.8% | -13.7% | +4.9% | -8.1% |
| 3Y | +4.0% | -35.0% | +39.0% | +5.6% |
| 5Y | -12.2% | -60.1% | +47.9% | -1.9% |
| All | -12.2% | -61.3% | +49.1% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling