+4,470.1%
CTSH vs FTI
+1,731.3%
+2,738.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | +1.8% | -3.3% | +5.1% | +2.7% |
| 30D | +9.8% | -7.2% | +17.0% | +11.7% |
| 3M | +12.1% | -12.9% | +25.0% | +15.9% |
| 6M | +27.4% | -7.9% | +35.3% | +28.6% |
| YTD | -20.3% | +45.2% | -65.4% | -30.1% |
| 1Y | -8.8% | +48.1% | -56.9% | -20.6% |
| 3Y | +4.0% | +205.0% | -200.9% | -29.6% |
| 5Y | -12.2% | +838.8% | -851.0% | -61.0% |
| 10Y | +38.7% | +174.8% | -136.1% | -24.0% |
| All | +4,470.1% | +1,731.3% | +2,738.8% | +836.1% |
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