+34,247.0%
CTSH vs FLEX
+2,929.5%
+31,317.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.0% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | +12.4% | -10.1% | +22.5% | +15.3% |
| 3M | +17.4% | -31.3% | +48.7% | +26.2% |
| 6M | -3.1% | +71.3% | -74.3% | -25.0% |
| YTD | -23.6% | +81.2% | -104.8% | -42.5% |
| 1Y | -10.8% | +98.5% | -109.3% | -35.4% |
| 3Y | -8.3% | +428.2% | -436.5% | -53.6% |
| 5Y | -11.3% | +657.3% | -668.6% | -60.8% |
| 10Y | +22.6% | +995.9% | -973.3% | -57.1% |
| All | +34,247.0% | +2,929.5% | +31,317.5% | +4,923.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling