-12.1%
CTSH vs FIX
+933.9%
-945.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.2% | -2.9% |
| 7D | -0.6% | -17.5% | +16.9% | -0.1% |
| 30D | +13.4% | -41.6% | +55.0% | +15.7% |
| 3M | +14.4% | -40.6% | +55.0% | +16.4% |
| 6M | +27.7% | -49.4% | +77.1% | +30.9% |
| YTD | -20.6% | +9.2% | -29.8% | -28.5% |
| 1Y | -9.1% | +6.5% | -15.6% | -18.0% |
| 3Y | +3.1% | +448.7% | -445.6% | -42.2% |
| All | -12.1% | +933.9% | -945.9% | -63.7% |
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