+114.3%
FCX vs CTSH
-11.4%
+125.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.6% |
| 7D | -4.9% | -2.7% | -2.2% | -3.9% |
| 30D | +4.8% | +12.4% | -7.5% | +0.1% |
| 3M | +4.6% | +17.4% | -12.8% | -2.7% |
| 6M | +10.8% | -3.1% | +13.9% | +13.0% |
| YTD | +44.2% | -23.6% | +67.8% | +65.4% |
| 1Y | +59.6% | -10.8% | +70.4% | +65.0% |
| 3Y | +82.2% | -8.3% | +90.5% | +83.0% |
| All | +114.3% | -11.4% | +125.7% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling