+22.5%
CTSH vs FLUT
-9.2%
+31.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -3.9% |
| 7D | -5.5% | +3.8% | -9.3% | -6.0% |
| 30D | +4.5% | +6.3% | -1.8% | +3.5% |
| 3M | +13.7% | -4.0% | +17.8% | +14.1% |
| 6M | -8.4% | -10.3% | +1.9% | -7.5% |
| YTD | -26.5% | -53.2% | +26.7% | -20.1% |
| 1Y | -13.9% | -65.0% | +51.1% | -3.6% |
| 3Y | -11.3% | -43.9% | +32.6% | -6.6% |
| 5Y | -14.8% | -49.2% | +34.4% | -12.9% |
| 10Y | +22.5% | -9.2% | +31.7% | +24.3% |
| All | +22.5% | -9.2% | +31.7% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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