-13.7%
CTSH vs AGG
+12.6%
-26.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -9.8% | -0.9% | -8.8% | -9.3% |
| 30D | +0.1% | -1.0% | +1.1% | +0.7% |
| 3M | +13.2% | -1.3% | +14.5% | +14.0% |
| 6M | -6.2% | -2.1% | -4.1% | -5.1% |
| YTD | -28.5% | -1.2% | -27.2% | -28.0% |
| 1Y | -13.8% | -0.5% | -13.3% | -13.7% |
| All | -13.7% | +12.6% | -26.3% | -21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling