+34.8%
CTSH vs ACGL
+324.4%
-289.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | -2.1% | +2.2% | -4.3% | -3.1% |
| 30D | +1.4% | +12.3% | -10.9% | -3.9% |
| 3M | +7.5% | +11.8% | -4.4% | +2.1% |
| 6M | +39.6% | +17.5% | +22.1% | +29.6% |
| YTD | -22.3% | +14.3% | -36.6% | -27.2% |
| 1Y | -12.0% | +18.2% | -30.1% | -18.8% |
| 3Y | +1.8% | +33.2% | -31.4% | -13.6% |
| 5Y | -15.8% | +174.3% | -190.2% | -52.7% |
| All | +34.8% | +324.4% | -289.5% | -34.4% |
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