-14.8%
CTSH vs FTV
+4.3%
-19.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.1% | -3.5% |
| 7D | -5.5% | -0.4% | -5.1% | -5.3% |
| 30D | +4.5% | -8.3% | +12.8% | +9.1% |
| 3M | +13.7% | -7.4% | +21.1% | +17.2% |
| 6M | -8.4% | -1.2% | -7.2% | -9.2% |
| YTD | -26.5% | +2.7% | -29.2% | -28.8% |
| 1Y | -13.9% | +18.4% | -32.4% | -22.9% |
| 3Y | -11.3% | -2.0% | -9.3% | -13.8% |
| 5Y | -14.8% | +3.4% | -18.3% | -23.1% |
| All | -14.8% | +4.3% | -19.1% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling