+35.3%
CTSH vs FOXA
-3.3%
+38.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | +0.1% |
| 7D | -4.2% | -2.9% | -1.3% | -3.3% |
| 30D | +3.9% | +5.1% | -1.2% | +2.2% |
| 3M | +10.2% | +4.7% | +5.5% | +8.3% |
| 6M | +35.3% | -0.2% | +35.5% | +29.8% |
| All | +35.3% | -3.3% | +38.6% | +29.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling