+19.9%
CTSH vs FND
+66.0%
-46.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.0% |
| 7D | -2.7% | -5.2% | +2.5% | -1.5% |
| 30D | +12.4% | -19.9% | +32.2% | +18.2% |
| 3M | +17.4% | +2.7% | +14.6% | +15.3% |
| 6M | -3.1% | -21.7% | +18.6% | +1.1% |
| YTD | -23.6% | -17.5% | -6.1% | -21.7% |
| 1Y | -10.8% | -39.3% | +28.5% | -1.8% |
| 3Y | -8.3% | -49.8% | +41.5% | +1.2% |
| 5Y | -11.3% | -60.1% | +48.8% | -0.9% |
| All | +19.9% | +66.0% | -46.2% | -1.7% |
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