+85.5%
FTNT vs CTSH
-12.1%
+97.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | -0.1% |
| 7D | -3.5% | +1.8% | -5.4% | -4.4% |
| 30D | -36.5% | +9.8% | -46.3% | -39.5% |
| 3M | -24.7% | +12.1% | -36.9% | -29.3% |
| 6M | +8.3% | +27.4% | -19.1% | -6.0% |
| YTD | +55.6% | -20.3% | +75.9% | +74.5% |
| 1Y | +50.2% | -8.8% | +59.0% | +54.6% |
| 3Y | +143.2% | +4.0% | +139.1% | +125.6% |
| 5Y | +85.5% | -12.2% | +97.6% | +83.4% |
| All | +85.5% | -12.1% | +97.6% | +83.4% |
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