+53.6%
FCX vs CTSH
-11.6%
+65.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +4.6% |
| 7D | -1.0% | -2.3% | +1.3% | -1.4% |
| 30D | -15.2% | +7.4% | -22.7% | -14.0% |
| 3M | -10.3% | +10.9% | -21.2% | -8.3% |
| 6M | +1.6% | +24.7% | -23.1% | +8.2% |
| YTD | +23.9% | -22.0% | +45.8% | +27.2% |
| All | +53.6% | -11.6% | +65.3% | +45.6% |
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