-15.6%
CTSH vs FLNC
-67.0%
+51.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.7% | -10.5% | -4.1% |
| 7D | -5.5% | +6.0% | -11.4% | -5.7% |
| 30D | +4.5% | -16.3% | +20.8% | +5.2% |
| 3M | +13.7% | -54.1% | +67.9% | +17.3% |
| 6M | -8.4% | -25.3% | +16.9% | -9.4% |
| YTD | -26.5% | -44.2% | +17.7% | -26.9% |
| 1Y | -13.9% | +53.1% | -67.1% | -21.6% |
| 3Y | -11.3% | -58.3% | +47.0% | -16.5% |
| All | -15.6% | -67.0% | +51.5% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling