-15.5%
CTSH vs FPS
-14.8%
-0.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.8% | +8.8% | -2.7% |
| 7D | -4.2% | +21.6% | -25.8% | -0.4% |
| 30D | +3.9% | -38.8% | +42.7% | -2.3% |
| 3M | +10.2% | -42.1% | +52.3% | +3.4% |
| 6M | +35.3% | -48.5% | +83.8% | +27.0% |
| All | -15.5% | -14.8% | -0.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling