-9.9%
CTSH vs ACGL
+21.3%
-31.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -1.4% | -0.7% | -1.3% |
| 30D | +8.0% | +12.4% | -4.4% | +1.4% |
| 3M | +10.6% | +11.1% | -0.5% | +4.2% |
| 6M | +32.5% | +16.3% | +16.2% | +23.3% |
| YTD | -21.0% | +13.8% | -34.8% | -26.1% |
| 1Y | -9.9% | +20.4% | -30.3% | -18.1% |
| All | -9.9% | +21.3% | -31.2% | -18.1% |
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