-10.9%
CTSH vs FHN
+86.2%
-97.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | +12.4% | -4.7% | +17.1% | +13.2% |
| 3M | +17.4% | +3.5% | +13.8% | +16.6% |
| 6M | -3.1% | +7.8% | -10.9% | -4.5% |
| YTD | -23.6% | +5.9% | -29.4% | -24.5% |
| 1Y | -10.8% | +12.5% | -23.3% | -12.8% |
| 3Y | -8.3% | +117.2% | -125.5% | -17.3% |
| All | -10.9% | +86.2% | -97.1% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling