+35.8%
CTSH vs FLEX
+569.1%
-533.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.3% | -3.5% |
| 7D | -0.6% | -19.3% | +18.7% | +2.5% |
| 30D | +13.4% | -41.5% | +54.9% | +22.9% |
| 3M | +14.4% | -43.1% | +57.5% | +23.9% |
| 6M | +27.7% | -48.2% | +75.9% | +36.7% |
| YTD | -20.6% | +15.5% | -36.1% | -33.9% |
| 1Y | -9.1% | +10.2% | -19.3% | -23.7% |
| 3Y | +3.1% | +256.8% | -253.8% | -42.6% |
| 5Y | -11.8% | +408.2% | -420.0% | -57.1% |
| All | +35.8% | +569.1% | -533.3% | -43.1% |
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