-10.9%
CTSH vs FLEX
+657.3%
-668.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.7% |
| 7D | -2.7% | -0.9% | -1.8% | -2.6% |
| 30D | +12.4% | -10.1% | +22.5% | +13.3% |
| 3M | +17.4% | -31.3% | +48.7% | +21.2% |
| 6M | -3.1% | +71.3% | -74.3% | -18.7% |
| YTD | -23.6% | +81.2% | -104.8% | -37.4% |
| 1Y | -10.8% | +98.5% | -109.3% | -29.4% |
| 3Y | -8.3% | +428.2% | -436.5% | -50.0% |
| All | -10.9% | +657.3% | -668.2% | -59.8% |
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 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