-2.6%
CTSH vs FRMI
-89.6%
+87.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +26.7% | -27.3% | +1.2% |
| 7D | -2.1% | +66.2% | -68.4% | +1.8% |
| 30D | +1.4% | -17.4% | +18.8% | +1.0% |
| 3M | +7.5% | -60.5% | +67.9% | +2.1% |
| 6M | +39.6% | -56.5% | +96.1% | +34.2% |
| YTD | -22.3% | -67.4% | +45.1% | -25.4% |
| 1Y | -12.0% | -85.1% | +73.1% | -17.6% |
| All | -2.6% | -89.6% | +87.0% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling