-17.1%
CTSH vs FLR
+245.1%
-262.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.5% |
| 7D | -8.2% | -3.1% | -5.1% | -7.9% |
| 30D | +0.4% | +4.9% | -4.5% | -0.2% |
| 3M | +10.6% | +10.8% | -0.2% | +8.3% |
| 6M | -8.8% | +19.7% | -28.5% | -12.5% |
| YTD | -28.6% | +38.4% | -67.0% | -33.4% |
| 1Y | -15.9% | +34.7% | -50.6% | -21.6% |
| 3Y | -13.9% | +56.7% | -70.5% | -25.7% |
| 5Y | -17.1% | +241.6% | -258.7% | -40.1% |
| All | -17.1% | +245.1% | -262.2% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling