+3.1%
CTSH vs FITB
+123.2%
-120.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.5% |
| 7D | -0.6% | -1.5% | +0.9% | -0.1% |
| 30D | +13.4% | +5.8% | +7.6% | +11.1% |
| 3M | +14.4% | -6.1% | +20.5% | +16.7% |
| 6M | +27.7% | +5.9% | +21.8% | +24.0% |
| YTD | -20.6% | +16.1% | -36.7% | -25.9% |
| 1Y | -9.1% | +28.8% | -38.0% | -18.7% |
| 3Y | +3.1% | +126.0% | -122.9% | -21.4% |
| All | +3.1% | +123.2% | -120.1% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling