+22.5%
CTSH vs FHN
+126.5%
-104.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.8% | -3.6% |
| 7D | -5.5% | +2.7% | -8.1% | -6.1% |
| 30D | +4.5% | -3.1% | +7.6% | +5.3% |
| 3M | +13.7% | +2.3% | +11.4% | +12.9% |
| 6M | -8.4% | +9.7% | -18.1% | -10.9% |
| YTD | -26.5% | +4.7% | -31.2% | -27.7% |
| 1Y | -13.9% | +13.8% | -27.7% | -17.3% |
| 3Y | -11.3% | +131.6% | -142.9% | -30.5% |
| 5Y | -14.8% | +91.1% | -106.0% | -34.7% |
| 10Y | +22.5% | +126.6% | -104.1% | -17.1% |
| All | +22.5% | +126.5% | -104.0% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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