+38.4%
CTSH vs FLR
+8.6%
+29.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +1.8% | +5.1% | -3.3% | +1.1% |
| 30D | +9.8% | -0.5% | +10.3% | +9.6% |
| 3M | +12.1% | -3.5% | +15.6% | +12.2% |
| 6M | +27.4% | +16.5% | +10.9% | +23.1% |
| YTD | -20.3% | +27.3% | -47.5% | -24.5% |
| 1Y | -8.8% | +10.6% | -19.4% | -12.0% |
| 3Y | +4.0% | +39.4% | -35.3% | -5.5% |
| 5Y | -12.2% | +126.4% | -138.6% | -26.6% |
| All | +38.4% | +8.6% | +29.8% | +35.2% |
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