+1,568.0%
FCX vs CTSH
+34,247.0%
-32,679.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +1.2% |
| 7D | -4.9% | -2.7% | -2.2% | -4.2% |
| 30D | +4.8% | +12.4% | -7.5% | +1.5% |
| 3M | +4.6% | +17.4% | -12.8% | -1.1% |
| 6M | +10.8% | -3.1% | +13.9% | +9.5% |
| YTD | +44.2% | -23.6% | +67.8% | +50.8% |
| 1Y | +59.6% | -10.8% | +70.4% | +59.8% |
| 3Y | +82.2% | -8.3% | +90.5% | +81.4% |
| 5Y | +115.6% | -11.3% | +126.9% | +116.4% |
| 10Y | +670.6% | +22.6% | +647.9% | +618.8% |
| All | +1,568.0% | +34,247.0% | -32,679.0% | +1,089.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling