-15.9%
CTSH vs FHN
+13.3%
-29.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -8.2% | 0.0% | -8.2% | -8.2% |
| 30D | +0.4% | -2.6% | +3.0% | +0.9% |
| 3M | +10.6% | 0.0% | +10.5% | +10.2% |
| 6M | -8.8% | +9.2% | -18.1% | -12.0% |
| YTD | -28.6% | +4.3% | -33.0% | -29.8% |
| 1Y | -15.9% | +10.8% | -26.7% | -20.0% |
| All | -15.9% | +13.3% | -29.2% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling