-5.9%
CTSH vs FOXA
+92.4%
-98.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.4% |
| 7D | -3.7% | +0.8% | -4.5% | -4.0% |
| 30D | +3.7% | +5.0% | -1.3% | +1.6% |
| 3M | +17.9% | -3.0% | +20.9% | +18.0% |
| 6M | -2.6% | +14.8% | -17.4% | -9.1% |
| YTD | -26.4% | -8.9% | -17.5% | -25.0% |
| 1Y | -13.0% | +13.3% | -26.4% | -18.5% |
| 3Y | -11.2% | +115.4% | -126.6% | -35.5% |
| 5Y | -14.3% | +95.3% | -109.6% | -36.7% |
| All | -5.9% | +92.4% | -98.2% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling