+34,247.0%
CTSH vs ACGL
+3,893.5%
+30,353.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.0% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | +12.4% | -1.0% | +13.4% | +12.8% |
| 3M | +17.4% | +11.0% | +6.3% | +12.9% |
| 6M | -3.1% | -0.3% | -2.8% | -3.1% |
| YTD | -23.6% | +2.3% | -25.8% | -24.4% |
| 1Y | -10.8% | +6.4% | -17.2% | -13.3% |
| 3Y | -8.3% | +34.0% | -42.3% | -19.7% |
| 5Y | -11.3% | +161.6% | -173.0% | -40.9% |
| 10Y | +22.6% | +278.6% | -256.0% | -30.2% |
| All | +34,247.0% | +3,893.5% | +30,353.5% | +10,831.0% |
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