+35,575.5%
CTSH vs ACGL
+4,267.2%
+31,308.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.2% | -1.6% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | +13.4% | +13.7% | -0.3% | +8.2% |
| 3M | +14.4% | +8.0% | +6.4% | +11.3% |
| 6M | +27.7% | +13.3% | +14.4% | +22.0% |
| YTD | -20.6% | +11.8% | -32.5% | -24.0% |
| 1Y | -9.1% | +22.2% | -31.4% | -15.9% |
| 3Y | +3.1% | +32.5% | -29.4% | -9.1% |
| 5Y | -11.8% | +160.2% | -172.0% | -40.9% |
| 10Y | +42.7% | +338.5% | -295.8% | -22.8% |
| All | +35,575.5% | +4,267.2% | +31,308.2% | +10,894.5% |
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