-14.8%
CTSH vs FND
-61.9%
+47.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.6% | +0.8% | -2.9% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | +4.5% | -23.6% | +28.1% | +10.4% |
| 3M | +13.7% | +4.3% | +9.4% | +11.6% |
| 6M | -8.4% | -20.3% | +11.9% | -5.2% |
| YTD | -26.5% | -21.3% | -5.2% | -24.0% |
| 1Y | -13.9% | -45.4% | +31.4% | -3.7% |
| 3Y | -11.3% | -48.9% | +37.5% | -4.1% |
| 5Y | -14.8% | -61.0% | +46.2% | -7.7% |
| All | -14.8% | -61.9% | +47.0% | -7.7% |
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