+37.1%
CTSH vs FIX
+3,723.1%
-3,685.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -5.9% | -1.7% |
| 7D | -2.1% | +6.4% | -8.5% | -3.3% |
| 30D | +8.0% | -29.1% | +37.0% | +13.1% |
| 3M | +10.6% | -31.1% | +41.7% | +15.6% |
| 6M | +32.5% | -42.8% | +75.3% | +41.1% |
| YTD | -21.0% | +24.6% | -45.6% | -31.9% |
| 1Y | -9.9% | +21.9% | -31.9% | -22.3% |
| 3Y | +3.1% | +524.9% | -521.8% | -50.7% |
| 5Y | -13.4% | +1,092.2% | -1,105.6% | -68.1% |
| All | +37.1% | +3,723.1% | -3,685.9% | -66.2% |
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