-12.1%
CTSH vs FITB
+44.6%
-56.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -2.0% | -2.4% |
| 7D | -0.6% | -1.5% | +0.9% | 0.0% |
| 30D | +13.4% | +5.8% | +7.6% | +10.9% |
| 3M | +14.4% | -6.1% | +20.5% | +16.9% |
| 6M | +27.7% | +5.9% | +21.8% | +23.9% |
| YTD | -20.6% | +16.1% | -36.7% | -26.1% |
| 1Y | -9.1% | +28.8% | -38.0% | -18.9% |
| 3Y | +3.1% | +126.0% | -122.9% | -27.8% |
| All | -12.1% | +44.6% | -56.7% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling