-58.7%
FIG vs CTSH
-16.5%
-42.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -1.1% |
| 7D | -14.5% | -8.2% | -6.3% | -8.6% |
| 30D | -13.3% | +0.4% | -13.7% | -13.3% |
| 3M | +7.4% | +10.6% | -3.2% | -2.8% |
| 6M | -27.8% | -8.8% | -19.0% | -24.5% |
| YTD | -41.1% | -28.6% | -12.5% | -26.3% |
| 1Y | -58.7% | -15.9% | -42.8% | -53.3% |
| All | -58.7% | -16.5% | -42.2% | -53.3% |
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