+34.1%
CTSH vs FLR
+7.4%
+26.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.6% | +5.4% | -8.0% | -3.3% |
| 30D | +0.9% | +2.8% | -2.0% | +0.3% |
| 3M | +6.9% | -6.4% | +13.3% | +7.4% |
| 6M | +38.8% | +8.8% | +30.1% | +35.4% |
| YTD | -22.7% | +23.6% | -46.3% | -26.5% |
| 1Y | -12.4% | +13.8% | -26.2% | -15.9% |
| 3Y | +1.3% | +36.5% | -35.2% | -7.8% |
| 5Y | -16.3% | +119.3% | -135.6% | -29.7% |
| All | +34.1% | +7.4% | +26.7% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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