-11.2%
CTSH vs FWONK
+44.6%
-55.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | -3.7% | +0.1% | -3.8% | -3.8% |
| 30D | +3.7% | -7.7% | +11.4% | +6.1% |
| 3M | +17.9% | +5.7% | +12.2% | +16.4% |
| 6M | -2.6% | +13.5% | -16.1% | -5.7% |
| YTD | -26.4% | -3.0% | -23.4% | -25.8% |
| 1Y | -13.0% | -6.4% | -6.6% | -11.5% |
| 3Y | -11.2% | +43.8% | -55.0% | -18.8% |
| All | -11.2% | +44.6% | -55.8% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling