+386.3%
FCX vs CTSH
+39.6%
+346.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -4.4% |
| 7D | -2.4% | +1.8% | -4.2% | -3.5% |
| 30D | -18.0% | +9.8% | -27.8% | -23.1% |
| 3M | -14.3% | +12.1% | -26.4% | -21.8% |
| 6M | -1.7% | +27.4% | -29.1% | -20.2% |
| YTD | +19.8% | -20.3% | +40.1% | +28.8% |
| 1Y | +48.6% | -8.8% | +57.4% | +45.2% |
| 3Y | +85.8% | +4.0% | +81.8% | +62.6% |
| 5Y | +72.2% | -12.2% | +84.4% | +65.9% |
| 10Y | +386.3% | +38.7% | +347.6% | +300.3% |
| All | +386.3% | +39.6% | +346.7% | +300.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling