-80.8%
FIG vs CTSH
-18.3%
-62.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | -12.2% | -9.8% | -2.4% | -4.8% |
| 30D | -11.0% | +0.1% | -11.1% | -10.8% |
| 3M | +11.9% | +13.2% | -1.4% | -0.9% |
| 6M | -21.9% | -6.2% | -15.7% | -19.7% |
| YTD | -40.8% | -28.5% | -12.3% | -25.3% |
| 1Y | -56.6% | -13.8% | -42.9% | -54.0% |
| All | -80.8% | -18.3% | -62.5% | -78.8% |
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