-12.4%
CTSH vs FTI
+764.7%
-777.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.9% | -3.1% |
| 7D | -0.6% | -7.6% | +7.0% | +0.3% |
| 30D | +13.4% | -7.1% | +20.5% | +14.3% |
| 3M | +14.4% | -8.7% | +23.1% | +15.4% |
| 6M | +27.7% | -14.0% | +41.7% | +29.4% |
| YTD | -20.6% | +42.8% | -63.5% | -25.7% |
| 1Y | -9.1% | +50.4% | -59.5% | -15.6% |
| 3Y | +3.1% | +194.1% | -191.0% | -15.0% |
| All | -12.4% | +764.7% | -777.1% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling