-12.1%
CTSH vs FLUT
-50.5%
+38.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.4% |
| 7D | -0.6% | -1.1% | +0.5% | -0.4% |
| 30D | +13.4% | +7.7% | +5.7% | +11.5% |
| 3M | +14.4% | -12.2% | +26.6% | +17.2% |
| 6M | +27.7% | -17.6% | +45.3% | +32.3% |
| YTD | -20.6% | -62.0% | +41.4% | -5.8% |
| 1Y | -9.1% | -62.3% | +53.1% | +7.7% |
| 3Y | +3.1% | -52.0% | +55.0% | +14.7% |
| All | -12.1% | -50.5% | +38.5% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling