-9.1%
CTSH vs ACGL
+21.3%
-30.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | +1.8% | +1.3% | +0.6% | +1.2% |
| 30D | +9.8% | +14.2% | -4.4% | +2.3% |
| 3M | +12.1% | +11.1% | +1.0% | +5.7% |
| 6M | +27.4% | +16.4% | +11.0% | +18.6% |
| YTD | -20.3% | +13.8% | -34.1% | -25.4% |
| All | -9.1% | +21.3% | -30.4% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling