+4,438.3%
CTSH vs FLR
+530.7%
+3,907.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.3% | -10.0% | -3.7% |
| 7D | -2.3% | +8.5% | -10.8% | -4.4% |
| 30D | +7.4% | -0.7% | +8.1% | +7.0% |
| 3M | +10.9% | -11.7% | +22.6% | +13.2% |
| 6M | +24.7% | +16.2% | +8.5% | +16.7% |
| YTD | -22.0% | +27.0% | -49.0% | -29.6% |
| 1Y | -11.2% | +10.1% | -21.2% | -17.0% |
| 3Y | +3.9% | +46.2% | -42.3% | -14.8% |
| 5Y | -13.9% | +121.4% | -135.4% | -39.1% |
| 10Y | +37.8% | +11.0% | +26.8% | -2.7% |
| All | +4,438.3% | +530.7% | +3,907.5% | +2,011.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling