+35.8%
CTSH vs FIX
+3,608.1%
-3,572.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.2% | -3.6% |
| 7D | -0.6% | -17.5% | +16.9% | +1.9% |
| 30D | +13.4% | -41.6% | +55.0% | +22.7% |
| 3M | +14.4% | -40.6% | +55.0% | +22.6% |
| 6M | +27.7% | -49.4% | +77.1% | +38.5% |
| YTD | -20.6% | +9.2% | -29.8% | -30.0% |
| 1Y | -9.1% | +6.5% | -15.6% | -19.8% |
| 3Y | +3.1% | +448.7% | -445.6% | -49.4% |
| 5Y | -11.8% | +948.7% | -960.5% | -66.6% |
| All | +35.8% | +3,608.1% | -3,572.4% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling