+268.6%
CTSH vs AG
+312.9%
-44.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.4% | -2.1% |
| 7D | -2.3% | +10.8% | -13.1% | -3.2% |
| 30D | +7.4% | -8.2% | +15.6% | +8.0% |
| 3M | +10.9% | -13.7% | +24.6% | +11.9% |
| 6M | +24.7% | -27.3% | +51.9% | +26.7% |
| YTD | -22.0% | -4.6% | -17.4% | -23.7% |
| 1Y | -11.2% | +39.4% | -50.5% | -16.3% |
| 3Y | +3.9% | +244.1% | -240.3% | -13.7% |
| 5Y | -13.9% | +16.8% | -30.7% | -22.7% |
| 10Y | +37.8% | +71.7% | -33.9% | +9.0% |
| All | +268.6% | +312.9% | -44.3% | +62.7% |
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 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