+261.2%
CTSH vs AG
+445.6%
-184.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.4% |
| 7D | -2.7% | +1.0% | -3.7% | -2.8% |
| 30D | +12.4% | +19.2% | -6.8% | +10.6% |
| 3M | +17.4% | +6.2% | +11.2% | +16.1% |
| 6M | -3.1% | -26.7% | +23.6% | -1.5% |
| YTD | -23.6% | +26.1% | -49.7% | -26.7% |
| 1Y | -10.8% | +131.7% | -142.5% | -20.0% |
| 3Y | -8.3% | +255.3% | -263.6% | -23.7% |
| 5Y | -11.3% | +61.9% | -73.3% | -22.5% |
| 10Y | +22.6% | +72.0% | -49.4% | -2.5% |
| All | +261.2% | +445.6% | -184.5% | +56.1% |
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