+35.7%
CTSH vs ACGL
+322.9%
-287.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -4.2% | -1.2% | -3.0% | -3.6% |
| 30D | +3.9% | +12.8% | -8.8% | -1.7% |
| 3M | +10.2% | +12.3% | -2.1% | +4.5% |
| 6M | +35.3% | +15.8% | +19.5% | +26.5% |
| YTD | -21.8% | +13.9% | -35.7% | -26.6% |
| 1Y | -12.1% | +19.0% | -31.2% | -19.3% |
| 3Y | +2.0% | +33.7% | -31.6% | -13.6% |
| 5Y | -15.3% | +173.4% | -188.7% | -52.3% |
| All | +35.7% | +322.9% | -287.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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