-9.1%
CTSH vs FIX
+3.4%
-12.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.2% | -1.1% |
| 7D | -0.6% | -17.5% | +16.9% | -5.3% |
| 30D | +13.4% | -41.6% | +55.0% | -2.4% |
| 3M | +14.4% | -40.6% | +55.0% | -0.2% |
| 6M | +27.7% | -49.4% | +77.1% | +9.8% |
| YTD | -20.6% | +9.2% | -29.8% | -27.1% |
| 1Y | -9.1% | +6.5% | -15.6% | -16.4% |
| All | -9.1% | +3.4% | -12.5% | -16.4% |
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 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