-83.7%
FIG vs CTSH
-9.4%
-74.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +4.0% |
| 7D | -13.1% | -0.6% | -12.5% | -12.9% |
| 30D | -13.0% | +13.4% | -26.4% | -21.6% |
| 3M | -21.5% | +14.4% | -36.0% | -29.8% |
| 6M | -2.5% | +27.7% | -30.2% | -21.5% |
| YTD | -49.7% | -20.6% | -29.1% | -42.0% |
| 1Y | -59.1% | -9.1% | -50.0% | -57.9% |
| All | -83.7% | -9.4% | -74.3% | -83.6% |
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