-12.0%
CTSH vs AG
+7.9%
-19.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.7% |
| 7D | -2.1% | -10.0% | +7.8% | -2.4% |
| 30D | +1.4% | -10.5% | +11.9% | +1.0% |
| 3M | +7.5% | -27.3% | +34.7% | +6.6% |
| 6M | +39.6% | -43.0% | +82.5% | +38.6% |
| YTD | -22.3% | -17.9% | -4.4% | -24.0% |
| 1Y | -12.0% | +11.9% | -23.9% | -14.5% |
| All | -12.0% | +7.9% | -19.8% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling