-13.4%
CTSH vs FITB
+24.1%
-37.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.2% | -3.7% |
| 7D | -5.5% | +2.8% | -8.3% | -6.2% |
| 30D | +4.5% | -4.5% | +9.0% | +5.7% |
| 3M | +13.7% | +5.7% | +8.1% | +10.9% |
| 6M | -8.4% | +17.1% | -25.5% | -14.4% |
| YTD | -26.5% | +18.3% | -44.8% | -31.3% |
| All | -13.4% | +24.1% | -37.5% | -23.1% |
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