-7.3%
CTSH vs AG
+260.2%
-267.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.6% |
| 7D | -2.7% | +1.0% | -3.7% | -2.7% |
| 30D | +12.4% | +19.2% | -6.8% | +11.8% |
| 3M | +17.4% | +6.2% | +11.2% | +17.2% |
| 6M | -3.1% | -26.7% | +23.6% | -2.0% |
| YTD | -23.6% | +26.1% | -49.7% | -25.0% |
| 1Y | -10.8% | +131.7% | -142.5% | -16.1% |
| All | -7.3% | +260.2% | -267.5% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling