+275.1%
CTSH vs AG
+294.5%
-19.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.9% |
| 7D | -0.6% | +6.3% | -6.9% | -1.1% |
| 30D | +13.4% | -8.9% | +22.4% | +14.1% |
| 3M | +14.4% | -12.2% | +26.6% | +15.2% |
| 6M | +27.7% | -28.3% | +56.0% | +30.0% |
| YTD | -20.6% | -8.8% | -11.8% | -22.0% |
| 1Y | -9.1% | +39.4% | -48.5% | -14.4% |
| 3Y | +3.1% | +229.4% | -226.3% | -14.0% |
| 5Y | -11.8% | +14.5% | -26.3% | -20.6% |
| 10Y | +42.7% | +82.7% | -40.0% | +11.8% |
| All | +275.1% | +294.5% | -19.3% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling