-12.0%
CTSH vs FTI
+54.7%
-66.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.5% |
| 7D | -2.1% | +4.3% | -6.4% | -1.7% |
| 30D | +1.4% | -4.7% | +6.1% | +1.3% |
| 3M | +7.5% | -13.5% | +21.0% | +6.4% |
| 6M | +39.6% | -8.7% | +48.3% | +39.0% |
| YTD | -22.3% | +49.0% | -71.3% | -26.2% |
| 1Y | -12.0% | +54.0% | -66.0% | -18.4% |
| All | -12.0% | +54.7% | -66.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling