+22.5%
CTSH vs FLEX
+1,059.7%
-1,037.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -4.7% |
| 7D | -5.5% | +7.0% | -12.4% | -6.8% |
| 30D | +4.5% | -5.8% | +10.3% | +5.3% |
| 3M | +13.7% | -24.2% | +38.0% | +17.5% |
| 6M | -8.4% | +90.8% | -99.2% | -28.2% |
| YTD | -26.5% | +89.2% | -115.7% | -42.9% |
| 1Y | -13.9% | +104.7% | -118.6% | -35.2% |
| 3Y | -11.3% | +478.1% | -489.4% | -53.7% |
| 5Y | -14.8% | +726.2% | -741.0% | -61.1% |
| 10Y | +22.5% | +1,060.6% | -1,038.1% | -51.8% |
| All | +22.5% | +1,059.7% | -1,037.2% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling