-15.8%
CTSH vs FLEX
+421.8%
-437.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.5% |
| 7D | -2.1% | +7.5% | -9.6% | -2.5% |
| 30D | +1.4% | -25.3% | +26.7% | +2.8% |
| 3M | +7.5% | -39.7% | +47.1% | +10.4% |
| 6M | +39.6% | -47.9% | +87.4% | +43.7% |
| YTD | -22.3% | +24.1% | -46.4% | -35.2% |
| 1Y | -12.0% | +26.0% | -37.9% | -27.2% |
| 3Y | +1.8% | +282.7% | -280.9% | -44.9% |
| All | -15.8% | +421.8% | -437.6% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling