-10.8%
CTSH vs FLNC
+53.3%
-64.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -3.6% |
| 7D | -2.7% | -4.9% | +2.2% | -2.8% |
| 30D | +12.4% | -27.3% | +39.6% | +11.8% |
| 3M | +17.4% | -61.9% | +79.2% | +17.1% |
| 6M | -3.1% | -34.5% | +31.4% | -3.6% |
| YTD | -23.6% | -47.7% | +24.1% | -24.3% |
| 1Y | -10.8% | +53.3% | -64.2% | -9.8% |
| All | -10.8% | +53.3% | -64.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 1y: compounded portfolio wealth divided by compounded FLNC 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…
1y analysis · Full analysis span regression · 6 months rolling