-15.7%
CTSH vs FRSH
-72.6%
+56.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -9.8% | -11.2% | +1.4% | -7.6% |
| 30D | +0.1% | -0.8% | +0.9% | +0.3% |
| 3M | +13.2% | +26.4% | -13.2% | +8.4% |
| 6M | -6.2% | +48.4% | -54.6% | -12.8% |
| YTD | -28.5% | -3.1% | -25.4% | -29.0% |
| 1Y | -13.8% | -8.7% | -5.1% | -13.7% |
| 3Y | -13.7% | -45.8% | +32.1% | -9.4% |
| All | -15.7% | -72.6% | +56.8% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling