+83.9%
FCX vs CTSH
+1.7%
+82.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -0.3% | -2.1% | +1.8% | -0.1% |
| 30D | -14.7% | +1.4% | -16.1% | -15.3% |
| 3M | -11.2% | +7.5% | -18.6% | -12.9% |
| 6M | -11.4% | +39.6% | -51.0% | -19.3% |
| YTD | +17.7% | -22.3% | +40.0% | +36.3% |
| 1Y | +47.5% | -12.0% | +59.4% | +57.4% |
| 3Y | +83.9% | +1.8% | +82.1% | +68.5% |
| All | +83.9% | +1.7% | +82.2% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling