+30.8%
CTSH vs FITB
+11.6%
+19.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.8% |
| 7D | -2.3% | -1.1% | -1.2% | -2.2% |
| 30D | +7.4% | +7.3% | +0.1% | +6.8% |
| 3M | +10.9% | -4.0% | +14.9% | +10.2% |
| All | +30.8% | +11.6% | +19.2% | +27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling