-14.4%
CTSH vs FWONK
+97.7%
-112.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | +17.9% | +5.7% | +12.2% | +16.0% |
| 6M | -2.6% | +13.5% | -16.1% | -6.5% |
| YTD | -26.4% | -3.0% | -23.4% | -25.9% |
| 1Y | -13.0% | -6.4% | -6.6% | -11.6% |
| 3Y | -11.2% | +43.8% | -55.0% | -22.8% |
| All | -14.4% | +97.7% | -112.1% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling