+37.8%
CTSH vs FITB
+247.7%
-209.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.7% |
| 7D | -2.3% | -1.1% | -1.2% | -1.9% |
| 30D | +7.4% | +7.3% | +0.1% | +4.5% |
| 3M | +10.9% | -4.0% | +14.9% | +12.3% |
| 6M | +24.7% | +11.9% | +12.8% | +18.7% |
| YTD | -22.0% | +19.0% | -41.0% | -27.8% |
| 1Y | -11.2% | +31.0% | -42.2% | -20.7% |
| 3Y | +3.9% | +143.8% | -139.9% | -27.8% |
| 5Y | -13.9% | +48.9% | -62.8% | -29.8% |
| 10Y | +37.8% | +236.6% | -198.8% | -14.8% |
| All | +37.8% | +247.7% | -209.9% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling