-7.8%
CTSH vs FTV
-2.5%
-5.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -2.7% | -4.5% | +1.8% | -0.7% |
| 30D | +12.4% | -7.1% | +19.4% | +16.0% |
| 3M | +17.4% | -7.2% | +24.5% | +20.3% |
| 6M | -3.1% | -1.5% | -1.6% | -3.9% |
| YTD | -23.6% | +3.5% | -27.0% | -26.1% |
| 1Y | -10.8% | +20.3% | -31.2% | -20.1% |
| All | -7.8% | -2.5% | -5.3% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling