+4,281.0%
CTSH vs FTI
+2,165.1%
+2,115.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.7% | +5.3% | -8.0% | -4.1% |
| 30D | +12.4% | +15.3% | -3.0% | +7.7% |
| 3M | +17.4% | +15.8% | +1.6% | +11.7% |
| 6M | -3.1% | +22.6% | -25.7% | -9.8% |
| YTD | -23.6% | +79.5% | -103.1% | -36.7% |
| 1Y | -10.8% | +102.0% | -112.8% | -29.0% |
| 3Y | -8.3% | +315.8% | -324.1% | -43.3% |
| 5Y | -11.3% | +1,129.5% | -1,140.8% | -63.8% |
| 10Y | +22.6% | +320.9% | -298.3% | -41.7% |
| All | +4,281.0% | +2,165.1% | +2,115.9% | +748.6% |
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 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