-15.8%
CTSH vs FIX
+1,026.2%
-1,042.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.6% |
| 7D | -2.1% | +9.4% | -11.6% | -2.4% |
| 30D | +1.4% | -27.8% | +29.2% | +2.5% |
| 3M | +7.5% | -35.6% | +43.0% | +9.0% |
| 6M | +39.6% | -45.2% | +84.8% | +42.9% |
| YTD | -22.3% | +19.5% | -41.8% | -30.2% |
| 1Y | -12.0% | +24.2% | -36.2% | -21.6% |
| 3Y | +1.8% | +494.2% | -492.4% | -42.9% |
| All | -15.8% | +1,026.2% | -1,042.0% | -64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling