+4,450.4%
CTSH vs FTI
+1,702.1%
+2,748.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.9% | -3.6% |
| 7D | -0.6% | -7.6% | +7.0% | +1.5% |
| 30D | +13.4% | -7.1% | +20.5% | +15.4% |
| 3M | +14.4% | -8.7% | +23.1% | +16.6% |
| 6M | +27.7% | -14.0% | +41.7% | +31.4% |
| YTD | -20.6% | +42.8% | -63.5% | -30.1% |
| 1Y | -9.1% | +50.4% | -59.5% | -21.3% |
| 3Y | +3.1% | +194.1% | -191.0% | -29.5% |
| 5Y | -11.8% | +775.2% | -787.0% | -60.0% |
| 10Y | +42.7% | +189.2% | -146.5% | -23.5% |
| All | +4,450.4% | +1,702.1% | +2,748.3% | +836.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling