-13.9%
CTSH vs FIX
+1,049.0%
-1,063.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.4% | -11.1% | -2.0% |
| 7D | -2.3% | -7.2% | +5.0% | -2.2% |
| 30D | +7.4% | -35.1% | +42.5% | +9.2% |
| 3M | +10.9% | -34.3% | +45.2% | +12.4% |
| 6M | +24.7% | -42.9% | +67.6% | +26.9% |
| YTD | -22.0% | +19.5% | -41.4% | -29.9% |
| 1Y | -11.2% | +16.8% | -27.9% | -20.1% |
| 3Y | +3.9% | +506.7% | -502.9% | -42.2% |
| 5Y | -13.9% | +1,046.7% | -1,060.6% | -64.6% |
| All | -13.9% | +1,049.0% | -1,063.0% | -64.6% |
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