-10.8%
CTSH vs FWONK
-4.6%
-6.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.2% |
| 7D | -2.7% | -6.2% | +3.5% | -1.0% |
| 30D | +12.4% | -0.6% | +12.9% | +12.7% |
| 3M | +17.4% | +11.1% | +6.3% | +16.2% |
| 6M | -3.1% | +11.7% | -14.8% | -3.8% |
| YTD | -23.6% | -3.1% | -20.5% | -21.9% |
| 1Y | -10.8% | -4.2% | -6.6% | -9.2% |
| All | -10.8% | -4.6% | -6.2% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling