-10.4%
CTSH vs FRMI
-78.6%
+68.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | 0.0% |
| 7D | -9.8% | +10.9% | -20.7% | -9.0% |
| 30D | +0.1% | -24.3% | +24.4% | -1.5% |
| 3M | +13.2% | -21.8% | +35.0% | +12.3% |
| 6M | -6.2% | -33.0% | +26.8% | -6.7% |
| YTD | -28.5% | -32.6% | +4.2% | -28.5% |
| All | -10.4% | -78.6% | +68.2% | -15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling