+36,578.7%
CTSH vs ACGL
+4,401.1%
+32,177.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +6.4% | +6.4% | +0.1% | +4.0% |
| 30D | +16.3% | +16.6% | -0.3% | +9.9% |
| 3M | +20.0% | +11.6% | +8.4% | +15.3% |
| 6M | +29.9% | +17.5% | +12.5% | +22.5% |
| YTD | -18.4% | +15.3% | -33.7% | -22.8% |
| 1Y | -8.9% | +26.3% | -35.2% | -16.7% |
| 3Y | +6.0% | +35.9% | -29.9% | -7.4% |
| 5Y | -9.3% | +168.2% | -177.5% | -39.9% |
| 10Y | +46.7% | +352.0% | -305.3% | -21.5% |
| All | +36,578.7% | +4,401.1% | +32,177.5% | +11,075.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling