+66.0%
FCX vs CTSH
-14.6%
+80.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.2% | +5.0% |
| 7D | +5.7% | -5.5% | +11.2% | +5.2% |
| 30D | +10.1% | +4.5% | +5.5% | +10.6% |
| 3M | +20.2% | +13.7% | +6.4% | +23.9% |
| 6M | +29.7% | -8.4% | +38.1% | +36.7% |
| YTD | +51.9% | -26.5% | +78.4% | +61.7% |
| 1Y | +66.0% | -13.9% | +79.9% | +62.8% |
| All | +66.0% | -14.6% | +80.5% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling