-13.3%
CTSH vs FRSH
-72.5%
+59.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -3.7% | -6.6% | +2.9% | -2.4% |
| 30D | +3.7% | +2.1% | +1.6% | +3.3% |
| 3M | +17.9% | +29.0% | -11.0% | +12.5% |
| 6M | -2.6% | +48.6% | -51.3% | -9.5% |
| YTD | -26.4% | -2.9% | -23.5% | -26.9% |
| 1Y | -13.0% | -7.9% | -5.1% | -13.1% |
| 3Y | -11.2% | -46.5% | +35.3% | -6.6% |
| All | -13.3% | -72.5% | +59.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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