+1.8%
CTSH vs FITB
+144.0%
-142.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.0% |
| 7D | -2.1% | +2.8% | -4.9% | -3.1% |
| 30D | +1.4% | +9.8% | -8.4% | -2.0% |
| 3M | +7.5% | -5.2% | +12.6% | +9.2% |
| 6M | +39.6% | +17.3% | +22.2% | +30.2% |
| YTD | -22.3% | +19.3% | -41.6% | -28.2% |
| 1Y | -12.0% | +32.7% | -44.7% | -22.0% |
| 3Y | +1.8% | +141.6% | -139.8% | -21.5% |
| All | +1.8% | +144.0% | -142.2% | -21.5% |
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