-15.5%
CTSH vs FLNC
-70.4%
+54.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.8% |
| 7D | -3.7% | -4.1% | +0.4% | -3.6% |
| 30D | +3.7% | -24.8% | +28.5% | +4.9% |
| 3M | +17.9% | -59.1% | +77.0% | +22.2% |
| 6M | -2.6% | -42.0% | +39.3% | -2.4% |
| YTD | -26.4% | -49.8% | +23.4% | -26.4% |
| 1Y | -13.0% | +43.1% | -56.1% | -20.6% |
| 3Y | -11.2% | -61.0% | +49.7% | -16.3% |
| All | -15.5% | -70.4% | +54.9% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling