-7.6%
CTSH vs FRMI
-93.1%
+85.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -10.6% | +13.6% | +2.3% |
| 7D | -0.9% | -39.7% | +38.9% | -4.0% |
| 30D | +13.1% | -55.2% | +68.3% | +7.5% |
| 3M | +17.9% | -71.2% | +89.0% | +9.2% |
| 6M | +28.5% | -64.1% | +92.6% | +20.4% |
| YTD | -19.3% | -77.2% | +57.9% | -25.1% |
| 1Y | -7.6% | -93.2% | +85.5% | -14.9% |
| All | -7.6% | -93.1% | +85.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling