+22.2%
CTSH vs AGG
+14.2%
+8.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -3.7% | -1.1% | -2.7% | -3.4% |
| 30D | +3.7% | -1.1% | +4.8% | +4.1% |
| 3M | +17.9% | -1.9% | +19.8% | +18.7% |
| 6M | -2.6% | -1.7% | -0.9% | -2.1% |
| YTD | -26.4% | -1.3% | -25.1% | -26.1% |
| 1Y | -13.0% | -0.7% | -12.3% | -12.9% |
| 3Y | -11.2% | +12.5% | -23.7% | -14.5% |
| 5Y | -14.3% | -2.5% | -11.8% | -19.5% |
| All | +22.2% | +14.2% | +8.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling