-7.6%
CTSH vs FITB
+36.9%
-44.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | -0.9% | +2.3% | -3.2% | -1.5% |
| 30D | +13.1% | +7.7% | +5.4% | +10.8% |
| 3M | +17.9% | -4.5% | +22.4% | +19.1% |
| 6M | +28.5% | +12.5% | +16.0% | +21.9% |
| YTD | -19.3% | +19.8% | -39.1% | -25.8% |
| 1Y | -7.6% | +34.1% | -41.8% | -22.9% |
| All | -7.6% | +36.9% | -44.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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