-11.4%
CTSH vs FTI
+1,137.0%
-1,148.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.6% |
| 7D | -2.7% | +5.3% | -8.0% | -3.3% |
| 30D | +12.4% | +15.3% | -3.0% | +10.2% |
| 3M | +17.4% | +15.8% | +1.6% | +14.8% |
| 6M | -3.1% | +22.6% | -25.7% | -6.2% |
| YTD | -23.6% | +79.5% | -103.1% | -30.2% |
| 1Y | -10.8% | +102.0% | -112.8% | -20.2% |
| 3Y | -8.3% | +315.8% | -324.1% | -27.3% |
| All | -11.4% | +1,137.0% | -1,148.4% | -42.5% |
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