+32.3%
CTSH vs FTV
+126.9%
-94.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | +1.8% | +1.4% | +0.5% | +1.0% |
| 30D | +9.8% | +18.3% | -8.5% | 0.0% |
| 3M | +12.1% | +9.8% | +2.3% | +6.0% |
| 6M | +27.4% | +12.3% | +15.1% | +17.9% |
| YTD | -20.3% | +23.1% | -43.4% | -30.2% |
| 1Y | -8.8% | +32.5% | -41.3% | -23.4% |
| 3Y | +4.0% | +38.3% | -34.3% | -16.3% |
| 5Y | -12.2% | +16.8% | -29.0% | -23.8% |
| 10Y | +38.7% | +106.6% | -67.8% | -11.6% |
| All | +32.3% | +126.9% | -94.6% | -17.4% |
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