+3.1%
CTSH vs FHN
+114.0%
-110.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | -0.6% | -1.0% | +0.4% | -0.3% |
| 30D | +13.4% | +0.2% | +13.2% | +13.3% |
| 3M | +14.4% | -9.0% | +23.4% | +17.3% |
| 6M | +27.7% | -6.8% | +34.5% | +29.9% |
| YTD | -20.6% | -1.5% | -19.1% | -20.8% |
| 1Y | -9.1% | +10.9% | -20.1% | -12.5% |
| 3Y | +3.1% | +119.4% | -116.3% | -14.7% |
| All | +3.1% | +114.0% | -110.9% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling