-11.4%
CTSH vs FITB
+29.3%
-40.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | -4.2% | +0.8% | -5.0% | -4.4% |
| 30D | +3.9% | +7.3% | -3.4% | +1.9% |
| 3M | +10.2% | -6.3% | +16.5% | +11.8% |
| 6M | +35.3% | +12.6% | +22.7% | +28.2% |
| YTD | -21.8% | +18.0% | -39.8% | -27.7% |
| All | -11.4% | +29.3% | -40.7% | -24.0% |
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