+6.0%
CTSH vs FIX
+420.3%
-414.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -11.6% | +12.7% | +0.6% |
| 7D | +6.4% | -27.2% | +33.7% | +4.9% |
| 30D | +16.3% | -46.9% | +63.2% | +13.3% |
| 3M | +20.0% | -44.4% | +64.4% | +17.3% |
| 6M | +29.9% | -50.9% | +80.8% | +27.2% |
| YTD | -18.4% | +3.5% | -21.9% | -25.0% |
| 1Y | -8.9% | -2.1% | -6.8% | -15.9% |
| All | +6.0% | +420.3% | -414.3% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling