-7.9%
CTSH vs FRMI
-77.3%
+69.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +11.5% | -15.4% | -3.0% |
| 7D | -5.5% | +23.3% | -28.8% | -4.0% |
| 30D | +4.5% | -7.6% | +12.1% | +4.4% |
| 3M | +13.7% | +0.2% | +13.6% | +14.3% |
| 6M | -8.4% | -28.7% | +20.3% | -8.5% |
| YTD | -26.5% | -28.6% | +2.1% | -26.3% |
| All | -7.9% | -77.3% | +69.4% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling