-11.3%
CTSH vs FOXA
+118.5%
-129.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -5.5% | -0.6% | -4.8% | -5.3% |
| 30D | +4.5% | +2.3% | +2.2% | +3.4% |
| 3M | +13.7% | -2.8% | +16.6% | +13.2% |
| 6M | -8.4% | +9.6% | -18.0% | -13.3% |
| YTD | -26.5% | -9.9% | -16.6% | -25.4% |
| 1Y | -13.9% | +5.4% | -19.3% | -17.5% |
| 3Y | -11.3% | +115.3% | -126.6% | -33.2% |
| All | -11.3% | +118.5% | -129.8% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling