+22.5%
CTSH vs AG
+57.4%
-34.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.8% |
| 7D | -5.5% | +4.5% | -10.0% | -5.7% |
| 30D | +4.5% | +12.9% | -8.4% | +3.8% |
| 3M | +13.7% | +20.9% | -7.2% | +12.3% |
| 6M | -8.4% | -19.5% | +11.1% | -7.8% |
| YTD | -26.5% | +24.8% | -51.3% | -28.5% |
| 1Y | -13.9% | +120.2% | -134.2% | -19.8% |
| 3Y | -11.3% | +279.0% | -290.3% | -22.4% |
| 5Y | -14.8% | +67.9% | -82.8% | -22.8% |
| 10Y | +22.5% | +57.5% | -35.0% | +7.7% |
| All | +22.5% | +57.4% | -34.8% | +7.7% |
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