+37.8%
CTSH vs FIX
+4,032.2%
-3,994.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.4% | -11.1% | -3.2% |
| 7D | -2.3% | -7.2% | +5.0% | -1.8% |
| 30D | +7.4% | -35.1% | +42.5% | +14.2% |
| 3M | +10.9% | -34.3% | +45.2% | +16.9% |
| 6M | +24.7% | -42.9% | +67.6% | +32.4% |
| YTD | -22.0% | +19.5% | -41.4% | -32.3% |
| 1Y | -11.2% | +16.8% | -27.9% | -22.9% |
| 3Y | +3.9% | +506.7% | -502.9% | -50.2% |
| 5Y | -13.9% | +1,046.7% | -1,060.6% | -68.2% |
| 10Y | +37.8% | +3,800.0% | -3,762.2% | -65.4% |
| All | +37.8% | +4,032.2% | -3,994.4% | -65.4% |
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