-17.1%
CTSH vs FOXA
+87.1%
-104.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.1% |
| 7D | -8.2% | -5.4% | -2.8% | -6.4% |
| 30D | +0.4% | +1.1% | -0.7% | -0.3% |
| 3M | +10.6% | -6.1% | +16.7% | +11.7% |
| 6M | -8.8% | +8.2% | -17.0% | -12.9% |
| YTD | -28.6% | -11.8% | -16.8% | -26.7% |
| 1Y | -15.9% | +9.9% | -25.8% | -20.2% |
| 3Y | -13.9% | +110.7% | -124.6% | -35.7% |
| 5Y | -17.1% | +86.9% | -104.0% | -37.6% |
| All | -17.1% | +87.1% | -104.2% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling