-10.9%
CTSH vs FIX
+2,061.9%
-2,072.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -3.7% |
| 7D | -2.7% | +6.0% | -8.7% | -3.1% |
| 30D | +12.4% | -7.2% | +19.6% | +12.7% |
| 3M | +17.4% | -15.9% | +33.2% | +18.1% |
| 6M | -3.1% | +12.7% | -15.8% | -7.2% |
| YTD | -23.6% | +72.8% | -96.4% | -32.2% |
| 1Y | -10.8% | +122.9% | -133.7% | -25.1% |
| 3Y | -8.3% | +774.3% | -782.6% | -49.3% |
| All | -10.9% | +2,061.9% | -2,072.8% | -66.6% |
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