-7.6%
CTSH vs FIX
+14.3%
-21.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -15.1% | +18.1% | -1.3% |
| 7D | -0.9% | -18.9% | +18.0% | -6.2% |
| 30D | +13.1% | -36.3% | +49.4% | 0.0% |
| 3M | +17.9% | -38.5% | +56.4% | +3.8% |
| 6M | +28.5% | -42.3% | +70.8% | +13.7% |
| YTD | -19.3% | +17.1% | -36.4% | -25.7% |
| 1Y | -7.6% | +14.4% | -22.0% | -14.8% |
| All | -7.6% | +14.3% | -21.9% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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