+23.9%
CTSH vs FND
+68.8%
-44.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.7% |
| 7D | -2.1% | -4.4% | +2.3% | -1.1% |
| 30D | +8.0% | +14.5% | -6.6% | +4.0% |
| 3M | +10.6% | -15.6% | +26.2% | +14.4% |
| 6M | +32.5% | +4.7% | +27.8% | +28.9% |
| YTD | -21.0% | -16.1% | -4.8% | -19.7% |
| 1Y | -9.9% | -16.0% | +6.1% | -8.7% |
| 3Y | +3.1% | -35.5% | +38.6% | +6.3% |
| 5Y | -13.4% | -60.5% | +47.1% | -3.1% |
| All | +23.9% | +68.8% | -44.9% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling