-1.0%
CTSH vs FRMI
-92.8%
+91.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +17.5% | -18.4% | +0.4% |
| 7D | -2.1% | -0.5% | -1.5% | -1.8% |
| 30D | +8.0% | -44.3% | +52.3% | +4.5% |
| 3M | +10.6% | -74.6% | +85.2% | +1.7% |
| 6M | +32.5% | -66.3% | +98.8% | +24.6% |
| YTD | -21.0% | -77.4% | +56.4% | -26.2% |
| 1Y | -9.9% | -91.7% | +81.8% | -18.9% |
| All | -1.0% | -92.8% | +91.8% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling