+3.9%
CTSH vs FLR
+45.9%
-42.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.3% | -10.0% | -2.0% |
| 7D | -2.3% | +8.5% | -10.8% | -2.6% |
| 30D | +7.4% | -0.7% | +8.1% | +7.5% |
| 3M | +10.9% | -11.7% | +22.6% | +11.7% |
| 6M | +24.7% | +16.2% | +8.5% | +21.7% |
| YTD | -22.0% | +27.0% | -49.0% | -25.5% |
| 1Y | -11.2% | +10.1% | -21.2% | -13.5% |
| 3Y | +3.9% | +46.2% | -42.3% | -9.1% |
| All | +3.9% | +45.9% | -42.0% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling