-80.3%
FIG vs CTSH
-16.1%
-64.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.8% | -1.8% | -2.7% |
| 7D | -16.4% | -5.5% | -10.9% | -12.6% |
| 30D | -2.3% | +4.5% | -6.8% | -5.2% |
| 3M | +7.8% | +13.7% | -5.9% | -4.7% |
| 6M | -21.8% | -8.4% | -13.5% | -18.8% |
| YTD | -39.1% | -26.5% | -12.6% | -24.8% |
| 1Y | -56.6% | -13.9% | -42.7% | -53.5% |
| All | -80.3% | -16.1% | -64.2% | -78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling