-15.8%
CTSH vs FRSH
-66.7%
+50.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.1% | +4.6% | -6.8% | -3.1% |
| 30D | +1.4% | -7.5% | +8.8% | +2.9% |
| 3M | +7.5% | -0.1% | +7.5% | +7.3% |
| 6M | +39.6% | +54.5% | -14.9% | +28.0% |
| YTD | -22.3% | +3.4% | -25.7% | -24.0% |
| 1Y | -12.0% | +6.4% | -18.3% | -14.4% |
| 3Y | +1.8% | -26.3% | +28.1% | +2.1% |
| All | -15.8% | -66.7% | +50.9% | -15.6% |
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