+39.6%
CTSH vs FRMI
-52.5%
+92.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +26.7% | -27.3% | +2.0% |
| 7D | -2.1% | +66.2% | -68.4% | +3.6% |
| 30D | +1.4% | -17.4% | +18.8% | +0.5% |
| 3M | +7.5% | -60.5% | +67.9% | -2.2% |
| 6M | +39.6% | -56.5% | +96.1% | +27.4% |
| All | +39.6% | -52.5% | +92.1% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling