+37.8%
CTSH vs ACGL
+332.3%
-294.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | -2.3% | -1.1% | -1.2% | -1.8% |
| 30D | +7.4% | +13.1% | -5.7% | +1.5% |
| 3M | +10.9% | +9.8% | +1.1% | +6.3% |
| 6M | +24.7% | +15.3% | +9.4% | +16.8% |
| YTD | -22.0% | +12.7% | -34.7% | -26.5% |
| 1Y | -11.2% | +20.7% | -31.9% | -18.9% |
| 3Y | +3.9% | +34.3% | -30.4% | -12.3% |
| 5Y | -13.9% | +170.6% | -184.5% | -51.4% |
| 10Y | +37.8% | +330.6% | -292.8% | -29.7% |
| All | +37.8% | +332.3% | -294.6% | -29.7% |
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