+26.9%
CTSH vs FTV
+90.8%
-63.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.1% |
| 7D | -2.7% | -4.5% | +1.8% | -0.3% |
| 30D | +12.4% | -7.1% | +19.4% | +16.8% |
| 3M | +17.4% | -7.2% | +24.5% | +21.1% |
| 6M | -3.1% | -1.5% | -1.6% | -3.6% |
| YTD | -23.6% | +3.5% | -27.0% | -26.2% |
| 1Y | -10.8% | +20.3% | -31.2% | -20.9% |
| 3Y | -8.3% | -3.1% | -5.2% | -10.1% |
| 5Y | -11.3% | +2.3% | -13.7% | -17.2% |
| 10Y | +22.6% | +76.3% | -53.7% | -14.2% |
| All | +26.9% | +90.8% | -63.9% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling