+34.8%
CTSH vs AG
+76.0%
-41.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -2.1% | -10.0% | +7.8% | -1.6% |
| 30D | +1.4% | -10.5% | +11.9% | +1.9% |
| 3M | +7.5% | -27.3% | +34.7% | +9.0% |
| 6M | +39.6% | -43.0% | +82.5% | +43.1% |
| YTD | -22.3% | -17.9% | -4.4% | -22.9% |
| 1Y | -12.0% | +11.9% | -23.9% | -14.6% |
| 3Y | +1.8% | +201.8% | -200.0% | -10.9% |
| 5Y | -15.8% | -0.1% | -15.8% | -22.0% |
| All | +34.8% | +76.0% | -41.2% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling